Jump

Field
Subfield
Domain
OpenAlex	C2780695682

Smeal faculty

• Zhongyi Yuan - score 1.6
• Jing Tian - score 0.7
• Jingzhi Huang - score 0.7
• Tony M. Kwasnica - score 0.6

Papers

• Specification Analysis of Option Pricing Models Based on Time‐Changed Lévy Processes (2004) - cites 321
• Randomly weighted sums of subexponential random variables with application to capital allocation (2014) - cites 101
• The Effect of Timing on Jump Bidding in Ascending Auctions (2007) - cites 58
• Research on Active Obstacle Avoidance of Intelligent Vehicles Based on Improved Artificial Potential Field Method (2022) - cites 26
• Pricing extreme mortality risk in the wake of the COVID-19 pandemic (2022) - cites 15
• Pricing Extreme Mortality Risk amid the COVID-19 Pandemic (2021) - cites 2