Bing Dong

Bing Dong

Shanghai University of International Business and Economics - Shanghai / China
Economics & Econometrics / Economics
AD Scientific Index ID: 4715242
上海对外经贸大学
person_outline Bing Dong's MOST POPULAR ARTICLES
1-) Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV modelsB Dong, W Xu, YK KwokQuantitative Finance 19 (10), 1741-1761, 2019152019
2-) Risk metrics evaluation for variable annuities with various guaranteed benefitsB Dong, J Wang, W XuThe Journal of Derivatives, 2020122020
3-) Efficient willow tree method for variable annuities valuation and risk management☆B Dong, W Xu, A Sevic, Z SevicInternational Review of Financial Analysis 68, 101429, 202012020
4-) Implied Willow TreeB Dong, W Xu, Z CuiThe Journal of Derivatives 31 (4), 44-74, 202412024
5-) Evaluating credit valuation adjustment with wrong-way risk for Bermudan optionsB Dong, W Xu, G WangJournal of Computational Finance 27 (3), 20232023