diff --git a/index.html b/index.html index e48590b..fef7ebb 100644 --- a/index.html +++ b/index.html @@ -116,6 +116,14 @@ Postgraduate Courses
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  • Pricing Model for Data Assets in Investment-Consumption Framework with Ambiguity (with Xiaoshan Chen and Zhou Yang).
    + Working Paper. [Abstract|SSRN]
    + + +

  • Arbitrage in Perpetual Contracts (with Min Dai and Linfeng Li).
    Working Paper. [Abstract|SSRN]

    • -
  • Calibration of Local Volatility Models under the Implied Volatility Criterion (with Xinfu Chen, Min Dai, and Zhou Yang).
    +
  • Calibration of Local Volatility Models under the Implied Volatility Criterion (with Xinfu Chen, Min Dai, and Zhou Yang).
    submitted. [Abstract|SSRN]