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researcher

J. Yen

3 papers hereh-index 5146 citations37 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR2
  • q-fin.TR1
same name
  • J. Yen — 1 paper, h 17

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedCall option prices based on Bessel processes

1 citations · 1 across the 3 of their papers we have counts for

collaborators
Showing q-fin.TRShow all

1 paper · 1 filter

q-fin.TR2008

Stochastic resonance and the trade arrival rate of stocks

A. Christian Silva, Ju-Yi J. Yen

We studied non-dynamical stochastic resonance for the number of trades in the stock market. The trade arrival rate presents a deterministic pattern that can be modeled by a cosine…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.