Ruoting Gong

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Active since

2011

Affiliations

Purdue University West Lafayette(Current)

Georgia Institute of Technology

Illinois Institute of Technology

Ruoting Gong is an author at Purdue University West Lafayette specializing in stochastic processes, financial economics, and stochastic volatility with jumps.

ORCID

Publications per year

2011–2019

Publications

Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps

José E. Figueroa‐López, Ruoting Gong, Christian Houdré · Stochastic Processes and their Applications · 2012 · 22 citations · Full text

Business, Finance, Mathematics +17

HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS

José E. Figueroa‐López, Ruoting Gong, Christian Houdré · Mathematical Finance · 2014 · 19 citations

Business, Economics, Finance +15

On the Fairness Performance of NOMA-Based Wireless Powered Communication Networks

Yong Liu, Xuehan Chen, Lin X. Cai et al. · 2019 · 18 citations

Engineering, Computer Engineering, Computer Networks +15

High-order short-time expansions for ATM option prices under the CGMY model

José E. Figueroa‐López, Ruoting Gong, Christian Houdré · arXiv (Cornell University) · 2011 · 14 citations · Full text

Business, Finance, Mathematics +16

Trajectory fitting estimators for SPDEs driven by additive noise

Igor Cialenco, Ruoting Gong, Yicong Huang · Statistical Inference for Stochastic Processes · 2016 · 12 citations

Computing, Computational Engineering, Systems Engineering +16

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