Hui Gong, Ph.D. - Publications
Affiliations: | 2010 | Statistics | Temple University, Philadelphia, PA, United States |
Area:
StatisticsYear | Citation | Score | |||
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2014 | Gong H, Thavaneswaran A, Kalajdzievska D. Estimation of call prices for some stochastic volatility models Model Assisted Statistics and Applications. 9: 191-200. DOI: 10.3233/Mas-140292 | 0.326 | |||
2010 | Gong H, Thavaneswaran A, Singh J. Stochastic Volatility Models with Application in Option Pricing Journal of Statistical Theory and Practice. 4: 541-557. DOI: 10.1080/15598608.2010.10412003 | 0.524 | |||
2009 | Gong H, Thavaneswaran A. Recursive estimation for continuous time stochastic volatility models Applied Mathematics Letters. 22: 1770-1774. DOI: 10.1016/J.Aml.2009.06.014 | 0.301 | |||
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