Yong Ma

Finance · with Shrestha · 2017

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yong Ma trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Tomasz R. Bielecki
  2. V. Chavez‐Demoulin
  3. J. D. da Fonseca
  4. Lihui Tian
  5. Marek Rutkowski
  6. Riadh Zaatour
  7. David S. Bates
  8. Jun Pan
  9. Ben S. Branch
  10. Guanying Wang

Who trusts Yong Ma overall

  1. Alan G. Hawkes

Papers from Yong Ma's perspective

Ordered by how strongly the researchers Yong Ma trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Pricing of Options and Corporate Liabilities
  2. Post-'87 crash fears in the S&P 500 futures option market
  3. Credit Risk: Modeling, Valuation And Hedging
  4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  5. The Impact of Jumps in Volatility and Returns
  6. Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
  7. The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization
  8. High-frequency financial data modeling using Hawkes processes
  9. Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit (Journal of futures markets)
  10. The costs of bankruptcy: A review

Their papers