Bin Gao

University of North Carolina (UNC) at Chapel Hill - Finance Area

Assistant Professor of Finance

Kenan-Flagler Business School

Chapel Hill, NC 27599-3490

United States

SCHOLARLY PAPERS

5

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CITATIONS
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7

Scholarly Papers (5)

An Analytical Approach to the Valuation of American Path-Dependent Options

Salomon Center WP S-96-42
Number of pages: 43 Posted: 23 Jan 1997
Pennsylvania State University - University Park - Department of Finance, University of North Carolina (UNC) at Chapel Hill - Finance Area and New York University (NYU) - Department of Finance
Downloads 1,698 (9,172)
Citation 2

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An Analytic Approach to the Valuation of American Path Dependent Options

NYU Working Paper No. FIN-96-015
Number of pages: 47 Posted: 07 Nov 2008
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 79 (306,663)

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Pricing Discrete Barrier Options with an Adaptive Mesh Model

Number of pages: 24 Posted: 01 Jul 1999
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area
Downloads 1,333 (13,497)
Citation 7

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Pricing Discrete Barrier Options with an Adaptive Mesh Model

Journal of Derivatives, Vol. 6, Summer 1999
Posted: 20 Sep 1999
University of North Carolina at Chapel Hill, New York University - Stern School of Business and University of North Carolina (UNC) at Chapel Hill - Finance Area

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The Valuation of American Barrier Options Using the Decomposition Technique

NYU Working Paper No. FIN-99-002
Number of pages: 47 Posted: 07 Nov 2008
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance
Downloads 120 (231,315)
Citation 7

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The Valuation of American Barrier Options Using The Decomposition Technique

J of Economic Dynamics and Control, Vol. 24, pp. 1783-1827, 2000
Posted: 08 Feb 2001
University of North Carolina (UNC) at Chapel Hill - Finance Area, Pennsylvania State University - University Park - Department of Finance and New York University (NYU) - Department of Finance

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4.

Purebred or Hybrid: Reproducing the Volatility in Term Structure Dynamics

Journal of Econometrics, Forthcoming
Posted: 26 Nov 2001
University of North Carolina at Chapel Hill, University of Michigan, Stephen M. Ross School of Business, Duke University - Fuqua School of Business, Economics Group and University of North Carolina (UNC) at Chapel Hill - Finance Area

Abstract:

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Asset Pricing - Theoretical, Asset Pricing - Empirical, Term Structure of Interest Rates - Empirical, Term Structure of Interest Rates - Theoretical

5.

A Parametric Non-Linear Model of Term Structure Dynamics

Review of Financial Studies, Vol. 12, Issue 4
Posted: 14 May 1999
Dong-Hyun Ahn and Bin Gao
University of North Carolina at Chapel Hill and University of North Carolina (UNC) at Chapel Hill - Finance Area

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