46 Nanchang road
Guanghan, Sichuan 618307
China
Stillwater, OK
United States
Civil Aviation Flight University of China
Oklahoma State University
Black-Scholes-Merton model, option pricing, implied volatility, volatility, volatility smile, computational finance, options
Jump-diffusion, option prices, correlated jumps and diffusions, expected returns, risk premium, smile effect, term structure of implied volatilities
Macroeconomic Conditions, Markov Chain, defaultable bond, term structure of interest rate, default trigger, fundamental system of PDE's
Sentiment Index; VPIN; DPIN; Granger Casualty; Chinese Futures Market
stochastic correlation, stochastic volatility, equity index option
Perpetual Russian Option, Optimal Stopping Time, Hedge, Geometric Brownian Motion
Volatility, Stock Returns, New Third Board in China
American option, convergence in distribution, Lévy process, Skorokhod representation theorem