Jian Sun

Fudan University

School of Economics

Shanghai

China

SCHOLARLY PAPERS

4

DOWNLOADS

604

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

A Tale in Three Cities: Comparison between GVV, SVI and IRV (Presentation Slides)

Number of pages: 52 Posted: 01 Mar 2016
Jian Sun and Qiankun Niu
Fudan University and Princeton University - Bendheim Center for Finance
Downloads 442 (82,210)

Abstract:

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Implied Volatility; No Arbitrage; Implied Remaining Variance; SVI; GVV

2.

Bond Yield Curve Convexity Trading

Number of pages: 10 Posted: 25 Aug 2018
Jian Sun and Peter Carr
Fudan University and New York University (NYU) - Finance and Risk Engineering Department
Downloads 146 (247,618)

Abstract:

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3.

A Hypothesis for Market Crash

Number of pages: 4 Posted: 25 Jun 2019
Jian Sun
Fudan University
Downloads 16 (664,926)

Abstract:

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4.

Implied Remaining Variance in Derivative Pricing

NYU Tandon Research Paper No. 2342894
Posted: 23 Oct 2013
Peter Carr and Jian Sun
Morgan Stanley and Fudan University

Abstract:

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Implied Volatility, Option Price