Bin Ren, Ph.D.
Affiliations: | 2013 | Statistics and Applied Probability | University of California, Santa Barbara, Santa Barbara, CA, United States |
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"Bin Ren"Parents
Sign in to add mentorJean-pierre Fouque | grad student | 2013 | UC Santa Barbara | |
(Asymptotic Behavior of Worst Case Scenario Prices in Uncertain Volatility Models.) |
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Fouque JP, Ren B. (2014) Approximation for option prices under uncertain volatility Siam Journal On Financial Mathematics. 5: 360-383 |