1
Publications
14
Citations
1
H-Index
2016
Active since
Affiliations
Chinese University of Hong Kong(Current)
Fangyuan Dong is an author at Chinese University of Hong Kong specializing in economics, asset pricing, and business.
Top concepts
FinanceBusinessEconomicsAsset PricingOption PricingDynamic PricingFinancial EconomicsVolatility ModelingMultivariate Stochastic Volatility
Publications per year
2016–2016
1
1
Option Pricing with Threshold Mean Reversion
Zeyu Chi, Fangyuan Dong, Hoi Ying Wong · Journal of Futures Markets · 2016 · 14 citations
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