Z. Chen

Economics and Econometrics · with Forsyth · 2008

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

Whom Z. Chen trusts overall

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

  1. M. Milevsky
  2. Leif Andersen
  3. Min Dai
  4. Yann d'Halluin
  5. Thomas S. Salisbury
  6. Peter A. Forsyth
  7. Daniel Bauer
  8. Yue Kuen Kwok
  9. Kenneth R. Vetzal

Who trusts Z. Chen overall

  1. Peter A. Forsyth
  2. Y. Huang
  3. Kenneth R. Vetzal

Papers from Z. Chen's perspective

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

  1. Jump-Diffusion Processes: Volatility Smile Fitting and Numerical Methods for Option Pricing
  2. Financial valuation of guaranteed minimum withdrawal benefits
  3. Robust numerical methods for contingent claims under jump diffusion processes
  4. A Universal Pricing Framework for Guaranteed Minimum Benefits in Variable Annuities
  5. Calibration and hedging under jump diffusion
  6. GUARANTEED MINIMUM WITHDRAWAL BENEFIT IN VARIABLE ANNUITIES
  7. The Titanic Option: Valuation of the Guaranteed Minimum Death Benefit in Variable Annuities and Mutual Funds
  8. The Pricing of Options and Corporate Liabilities
  9. Valuing American Options by Simulation: A Simple Least-Squares Approach
  10. Fast deterministic pricing of options on Lévy driven assets

Their papers