Lianmin Zhang

2016

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Lianmin Zhang trusts

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

  1. Robert J. R. Elliott (in Finance)
  2. Tak Kuen Siu (in Finance)

Papers from Lianmin Zhang's perspective

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

  1. A monthly crude oil spot price forecasting model using relative inventories
  2. On mean-variance portfolio selection under a hidden Markovian regime-switching model
  3. Option pricing and Esscher transform under regime switching
  4. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  5. The Pricing of Options and Corporate Liabilities
  6. Bayesian Poisson process partition calculus with an application to Bayesian Lévy moving averages
  7. Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching
  8. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
  9. A Regime-Switching Model of Long-Term Stock Returns
  10. Poisson Process Partition Calculus with applications to Exchangeable models and Bayesian Nonparametrics

Their papers