Pu He

Columbia University - Columbia Business School

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

634

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Buy Rough, Sell Smooth

Number of pages: 34 Posted: 03 Jan 2019 Last Revised: 09 Jan 2019
Paul Glasserman and Pu He
Columbia Business School and Columbia University - Columbia Business School
Downloads 347 (87,024)

Abstract:

Loading...

fractional Brownian motion, rough volatility, asset pricing, event risk, realized kernel, option pricing, implied and realized roughness

2.

Customer Preference and Station Network in the London Bike Share System

Columbia Business School Research Paper No. 18-20
Number of pages: 47 Posted: 12 Feb 2018 Last Revised: 11 May 2019
Columbia University - Columbia Business School, Columbia University - Columbia Business School, Cornell SC Johnson College of Business and Cornell Tech
Downloads 287 (106,567)
Citation 1

Abstract:

Loading...