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Pang, Huadong (Henry)'s
Scholarly Papers
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Total
Downloads
3,173 |
Total
Citations
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1.
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Pang, Huadong (Henry)
J.P. Morgan Chase & Co., Quantitative Research
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10 Apr 09
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Last Revised:
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15 Jul 09
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2,765
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Nonlinear model, Random walk, Stock price, Option pricing, Default risk, Realized volatility, Local volatility, Volatility skew, EGARCH
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Pang, Huadong (Henry)
J.P. Morgan Chase & Co., Quantitative Research
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264
(56,341)
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Nonlinear Model, Heston Model, Stock Price, Option Pricing, Default Risk, Stochastic Volatility, Credit-Equity
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3.
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Pang, Huadong (Henry)
J.P. Morgan Chase & Co., Quantitative Research
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144
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Nonlinear Model, Heston Model, Jump Diffusion, Stock Price, Option Pricing, Default Risk, Stochastic Volatility
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Records 1 -
3
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