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Dongya Deng

Observed names: Deng, Dongya, dongya deng
ORCID: 0009-0008-8827-313X
Observed ORCIDs: 0009-0008-8827-313X, 0000-0002-0820-4193
OpenAlex ID: A5052186391
Convergence analysis and optimal strike choice for static hedges of general path-independent pay-offs
2015 · Jingtang Ma, Dongya Deng, et al. · Quantitative Finance · 5
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
2015 · Jingtang Ma, Dongya Deng, et al. · The North American Journal of Economics and Finance · 5
Lattice Methods for Pricing American Strangles with Two-Dimensional Stochastic Volatility Models
2014 · Xuemei Gao, Dongya Deng, et al. · Discrete Dynamics in Nature and Society · 3
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New Methods with Capped Options for Pricing American Options
2014 · Dongya Deng, Cuiye Peng · Journal of Applied Mathematics · 2
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The Impact of Organizational Culture on Compensation Structure in Biopharma Licensing Agreements
2026 · Weifeng Zhai, Yuanshun Li, et al. · Journal of Pharmaceutical Innovation
Dynamic Momentum Trading via Deep Q-Networks: An Intelligent Execution Framework for Portfolio Management
2026 · dongya deng, Donghai Xu, et al. · SSRN Electronic Journal
Managing Strategic Flexibility under Multiple Uncertainties: A Randomized Willow Tree Framework
2026 · Dongya Deng, Sarthi Shah, et al. · SSRN Electronic Journal
A robust algorithm and convergence analysis for static replications of nonlinear payoffs
2014 · Ma, Jingtang, Deng, Dongya, et al. · RePEc: Research Papers in Economics
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Works count: 8
Citation count: 15
H-index: 3
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