Donggeng Gong

According to our database, Donggeng Gong authored at least 1 paper in 2012.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2012

Pricing VXX option with default risk and positive volatility skew.

Qunfang Bao, Shenghong Li, Donggeng Gong

Eur. J. Oper. Res., 2012