Dongya Deng

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Person:2320669

Available identifiers

zbMath Open deng.dongyaMaRDI QIDQ2320669

List of research outcomes





PublicationDate of PublicationType
Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs2021-07-16Paper
New methods with capped options for pricing American options2019-11-19Paper
Lattice methods for pricing American strangles with two-dimensional stochastic volatility models2019-08-23Paper

Research outcomes over time

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