Rong Fan

Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets

P. Ritchken, Rong Fan, Anurag Gupta, 2002 .

On Pricing and Hedging in the Swaption Market: How Many Factors, Really?

P. Ritchken, Rong Fan, Anurag Gupta, 2007 .

On Pricing and Hedging in the Swaption Market

P. Ritchken, Rong Fan, Anurag Gupta, 2007 .

An Index-Based Measure of Liquidity

Sanjiv Ranjan Das, Rong Fan, George Chacko, 2016 .

Getting the Most Out of a Mandatory Subordinated Debt Requirement

Joseph G. Haubrich, P. Ritchken, Rong Fan, 2002 .