Dongya Deng
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Person:2320669
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs Quantitative Finance | 2021-07-16 | Paper |
| New methods with capped options for pricing American options Journal of Applied Mathematics | 2019-11-19 | Paper |
| Lattice methods for pricing American strangles with two-dimensional stochastic volatility models Discrete Dynamics in Nature and Society | 2019-08-23 | Paper |
Research outcomes over time
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