Ouyang Cheng

Finance · 2012

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

Subfields

Whom Ouyang Cheng trusts overall

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

  1. Peter P. Carr

Papers from Ouyang Cheng's perspective

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

  1. Stochastic Skew in Currency Options
  2. Asymptotics and calibration of local volatility models
  3. From local volatility to local Lévy models
  4. A Theory for the Term Structure of Interest Rates
  5. The Fine Structure of Asset Retums : An Empirical Investigation '
  6. Information Theory, Inference, and Learning Algorithms
  7. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  8. Making Markov martingales meet marginals: with explicit constructions
  9. Lévy Processes in Finance: Pricing Financial Derivatives
  10. First passage times of a jump diffusion process (Advances in Applied Probability)

Their papers