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Donggeng Gong
Publication Activity (10 Years)
Years Active: 2012-2012
Publications (10 Years): 0
Top Topics
Stock Returns
Positively Correlated
Financial Crisis
Default Rules
Top Venues
Eur. J. Oper. Res.
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Publications
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Qunfang Bao
,
Shenghong Li
,
Donggeng Gong
Pricing VXX option with default risk and positive volatility skew.
Eur. J. Oper. Res.
223 (1) (2012)