Tenghan Zhong

1. Non-Spanning Identification of Scheduled Event Risk in Option Pricing
   2026/06/11 by Tenghan Zhong · 1 voice
   Economics, Econometrics and Finance · #q-fin.PR
2. Entropy-Regularized Certainty-Equivalent Bellman Policies for Risk-Sensitive Market Making
   2026/05/24 by Tenghan Zhong · 1 voice
   Economics, Econometrics and Finance · #q-fin.TR #q-fin.MF
3. Risk-Sensitive Specialist Routing for Volatility Forecasting
   2026/04/12 by Tenghan Zhong · 1 voice
   Economics, Econometrics and Finance · #q-fin.ST #q-fin.RM
4. Reliability-Aware ETF Tail-Risk Monitoring
   2026/04/09 by Tenghan Zhong, Keyuan Wu · 1 voice
   Economics, Econometrics and Finance · #q-fin.RM #q-fin.ST
5. Marking-Aware Sequential VaR Recalibration for Standardized Option Books
   2026/04/03 by Tenghan Zhong, Keyuan Wu · 1 voice
   Economics, Econometrics and Finance · #q-fin.RM #q-fin.ST
6. Proxy-Reliance Control in Conformal Recalibration of One-Sided Value-at-Risk
   2026/03/23 by Tenghan Zhong · 1 voice · 1 citation
   Economics, Econometrics and Finance · Mathematics · #q-fin.RM #stat.ME