Xiaohong Chen

New York, New York, United States
111 followers 103 connections

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Experience & Education

  • Red Hat

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Publications

Projects

  • Stochastic Modelling for Option Pricing

      Apply Merton’s jump-diffusion model, Heston’s stochastic volatility model, and Madan, Carr and Chang’s variance gamma model for option pricing
     Employ a least-square approach proposed by Longstaff and Schwartz to price American type options


  • RFID (Radio Frequency Identification Devices) Transportation System

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     Build a Win32 client application to control the data exchange with the server and among the RFID readers through the network and serial port communications

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