Concepedia

Long Teng

LT

Statistics

Publications

8

Citations

172

H-Index

8

Active since

2009

Affiliations

University of Wuppertal(Current)

Long Teng is an author at University of Wuppertal specializing in stochastic processes, financial economics, and correlation.

ORCID

Publications per year

2009–2023

8

Publications

8

Modelling stochastic correlation

Long Teng, Matthias Ehrhardt, Michael Günther · Journal of Mathematics in Industry · 2016 · 31 citations · Full text

, , +17

ON THE HESTON MODEL WITH STOCHASTIC CORRELATION

Long Teng, Matthias Ehrhardt, Michael Günther · International Journal of Theoretical and Applied Finance · 2016 · 31 citations · Full text

, , +17

The pricing of Quanto options under dynamic correlation

Long Teng, Matthias Ehrhardt, Michael Günther · Journal of Computational and Applied Mathematics · 2014 · 29 citations

, , +14

A versatile approach for stochastic correlation using hyperbolic functions

Long Teng, Christian Emmerich, Matthias Ehrhardt et al. · International Journal of Computer Mathematics · 2015 · 23 citations

, , +17

Oscillation of complex high order linear differential equations with coefficients of finite iterated order

Jin Tu, Long Teng · Electronic journal of qualitative theory of differential equations · 2009 · 19 citations · Full text

, , +3

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