Concepedia
2
Publications
39
Citations
H-Index
2012
Active since
Affiliations
Zhejiang University(Current)
Qunfang Bao is an author at Zhejiang University specializing in stochastic modeling, option pricing, and statistics.
Top concepts
StatisticsEngineeringOption PricingStochastic Models
Publications per year
2012–2012
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
Unilateral CVA for CDS in a contagion model with stochastic pre-intensity and interest
Qunfang Bao, Si Chen, Shenghong Li · Economic Modelling · 2012 · 12 citations
Engineering, Stochastic Pre-intensity, Unilateral Cva +3
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