Concepedia

Jun Deng

JD

13

Publications

244

Citations

11

H-Index

2013

Active since

Affiliations

University of International Business and Economics(Current)

University of Alberta

Université d'Évry Val-d'Essonne

Laboratoire de Mathématiques Blaise Pascal

University of Sussex

Jun Deng is an author at University of International Business and Economics specializing in business, finance, and asset pricing.

Top concepts

FinanceBusinessAsset PricingEconomicsFinancial EconomicsOption PricingEconomic AnalysisFinancial EngineeringMarket MicrostructureManagement

Publications per year

2013–2023

13

Publications

13

How non-arbitrage, viability and numéraire portfolio are related

Tahir Choulli, Jun Deng, Junfeng Ma · Finance and Stochastics · 2015 · 38 citations

Economics, Asset Pricing, Business +6

Net buying pressure and the information in bitcoin option trades

Carol Alexander, Jun Deng, Jianfen Feng et al. · Journal of Financial Markets · 2022 · 28 citations · Full text

Market Microstructure, Economics, Option Pricing +13

Net Buying Pressure and the Information in Bitcoin Option Trades

Carol Alexander, Jun Deng, Jianfen Feng et al. · SSRN Electronic Journal · 2021 · 27 citations · Full text

No-arbitrage up to random horizon for quasi-left-continuous models

Anna Aksamit, Tahir Choulli, Jun Deng et al. · Finance and Stochastics · 2017 · 25 citations

Mathematical Programming, Option Pricing, Computational Finance +6

Minimum-variance hedging of Bitcoin inverse futures

Jun Deng, Huifeng Pan, Shuyu Zhang et al. · Applied Economics · 2020 · 21 citations

Option Pricing, Optimal Hedging Strategy, Financial Economics +15

Rows per page

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