Zhenyu Cui

Finance · with Kirkby · 2013–2018

A researcher in the Science corpus: 5 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Zhenyu Cui trusts overall

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

  1. Peter P. Carr
  2. Steven Kou
  3. Shalom Benaim

Who trusts Zhenyu Cui overall

  1. J. Kirkby

Papers from Zhenyu Cui's perspective

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

  1. REGULAR VARIATION AND SMILE ASYMPTOTICS
  2. Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. The Pricing of Options and Corporate Liabilities
  5. A Theory for the Term Structure of Interest Rates
  6. Post-'87 crash fears in the S&P 500 futures option market
  7. The Fine Structure of Asset Retums : An Empirical Investigation '
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. Financial Modelling with Jump Processes
  10. Robust numerical methods for contingent claims under jump diffusion processes

Their papers