Cong Qin

Center for Financial Engineering

No. 1 Shizi Street, Center for Financial Engineeri

Suzhou, 215006

China

SCHOLARLY PAPERS

3

DOWNLOADS

49

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Exhaustible Resources with Adjustment Costs: Spot and Futures Prices

Number of pages: 73 Posted: 26 Sep 2019
Min Dai, Steven Kou and Cong Qin
National University of Singapore (NUS) - Department of Mathematics, Boston University and Center for Financial Engineering
Downloads 25 (516,155)

Abstract:

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Exhaustible Resources, Exploration, Production Adjustment Costs

2.

A Continuous-Exercise Model for American Call Options with Hedging Constraints

Number of pages: 19 Posted: 04 Apr 2016 Last Revised: 16 Apr 2016
Cong Qin, Xinfu Chen, Xin Lai and Wanghui Yu
Center for Financial Engineering, Independent, College of Science and Soochow University
Downloads 22 (533,901)
Citation 1

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American call options, continuous exercise, variational inequality, optimal exercise strategy, free boundary

3.

Can Poverty Be Alleviated in China?

Review of Income and Wealth, Vol. 64, Issue 1, pp. 192-212, 2018
Number of pages: 21 Posted: 20 Feb 2018
Center for Financial Engineering and The Chinese University of Hong Kong (CUHK) - Lau Chor Tak Institute of Global Economics and Finance
Downloads 2 (668,826)
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average treatment effect on treated, poverty alleviation, propensity score matching, receiver operating characteristic curve, National Poor Counties