Qunfang Bao

According to our database, Qunfang Bao authored at least 3 papers between 2012 and 2015.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2015

FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility.

Yinhui Zhong, Qunfang Bao, Shenghong Li

Appl. Math. Comput., 2015

2012

Pricing VXX option with default risk and positive volatility skew.

Qunfang Bao, Shenghong Li, Donggeng Gong

Eur. J. Oper. Res., 2012

Pricing CDO tranches with stochastic correlation and random factor loadings in a mixture copula model.

Zhe Chen, Qunfang Bao, Shenghong Li, Jianli Chen

Appl. Math. Comput., 2012