Hui Gong, Ph.D.
Affiliations: | 2010 | Statistics | Temple University, Philadelphia, PA, United States |
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"Hui Gong"Parents
Sign in to add mentorJagbir Singh | grad student | 2010 | Temple University | |
(Modeling volatility in option pricing with applications.) |
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Publications
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Gong H, Thavaneswaran A, Kalajdzievska D. (2014) Estimation of call prices for some stochastic volatility models Model Assisted Statistics and Applications. 9: 191-200 |
Gong H, Thavaneswaran A, Singh J. (2010) Stochastic Volatility Models with Application in Option Pricing Journal of Statistical Theory and Practice. 4: 541-557 |
Gong H, Thavaneswaran A. (2009) Recursive estimation for continuous time stochastic volatility models Applied Mathematics Letters. 22: 1770-1774 |