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Ruoting Gong, Ph.D. - Publications

Affiliations: 
2012 Georgia Institute of Technology, Atlanta, GA 
Area:
Applied Mathematics, Statistics, Finance
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7 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2020 Cheng Z, Cialenco I, Gong R. Bayesian estimations for diagonalizable bilinear SPDEs Stochastic Processes and Their Applications. 130: 845-877. DOI: 10.1016/J.Spa.2019.03.020  0.378
2018 Figueroa-López JE, Gong R, Lorig M. Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility Siam Journal On Financial Mathematics. 9: 347-380. DOI: 10.1137/17M1111292  0.687
2018 Cialenco I, Gong R, Huang Y. Trajectory fitting estimators for SPDEs driven by additive noise Statistical Inference For Stochastic Processes. 21: 1-19. DOI: 10.1007/S11203-016-9152-2  0.324
2018 Gong R, Houdré C, Lember J. Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences Journal of Theoretical Probability. 31: 643-683. DOI: 10.1007/S10959-016-0730-4  0.635
2017 Figueroa-L'opez JE, Gong R, Houdr'e C. Third-Order Short-Time Expansions for Close-to-the-Money Option Prices under the CGMY Model Applied Mathematical Finance. 24: 547-574. DOI: 10.1080/1350486X.2018.1429935  0.543
2016 Figueroa-López JE, Gong R, Houdré C. HIGH-ORDER SHORT-TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS Mathematical Finance. 26: 516-557. DOI: 10.1111/Mafi.12064  0.64
2012 Figueroa-López JE, Gong R, Houdré C. Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps Stochastic Processes and Their Applications. 122: 1808-1839. DOI: 10.1016/J.Spa.2012.01.013  0.63
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