Qunfang Bao

Publication Activity (10 Years)

Years Active: 2012-2015
Publications (10 Years): 0

Top Topics

Black Scholes Model

Diffusion Models

Historical Data

Top Venues

Appl. Math. Comput.

Eur. J. Oper. Res.

Publications

Yinhui Zhong, Qunfang Bao, Shenghong Li
FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility. Appl. Math. Comput. 251 (2015)
Qunfang Bao, Shenghong Li, Donggeng Gong
Pricing VXX option with default risk and positive volatility skew. Eur. J. Oper. Res. 223 (1) (2012)
Zhe Chen, Qunfang Bao, Shenghong Li, Jianli Chen
Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model. Appl. Math. Comput. 219 (6) (2012)