Ding, Yining
- Pricing and hedging of SOFR derivatives
2021/12/28 by Matthew Bickersteth, Bickersteth, Matthew, Ding, Yining +2 · 2 citations
Economics, Econometrics and Finance · #91G20 #91G40 #FOS: Economics and business #Financial Markets and Investment Strategies #Market Dynamics and Volatility #Mathematical Finance (q-fin.MF) #Stochastic processes and financial applications