Kevin Z. Tong

Option pricing in a subdiffusive constant elasticity of variance (CEV) model

Kevin Z. Tong, Allen Liu, 2019, International Journal of Financial Engineering.

The valuation of barrier options under a threshold rough heston model

Kevin Z. Tong, A. Liu, 2022, Journal of Management Science and Engineering.

Modeling temperature and pricing weather derivatives based on subordinate Ornstein-Uhlenbeck processes

Kevin Z. Tong, Allen Liu, 2020 .