Concepedia

Donggeng Gong

DG

1

Publications

27

Citations

1

H-Index

2012

Active since

Affiliations

Zhejiang University(Current)

Donggeng Gong is an author at Zhejiang University specializing in option pricing.

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Publications per year

2012–2012

1

Publications

1

Pricing VXX option with default risk and positive volatility skew

Qunfang Bao, Shenghong Li, Donggeng Gong · European Journal of Operational Research · 2012 · 27 citations

Option Pricing, Positive Volatility Skew

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