Diep Luong-Le

activity

20242026

most citedIs a LOCAL algorithm computable?

2 citations · 2 across the 4 of their papers we have counts for

collaborators

Showing 2024Show all

2 papers · 1 filter

q-fin.MF2024

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

Nicole Hao, Echo Li, Diep Luong-Le

This paper presents a new model for options pricing. The Black-Scholes-Merton (BSM) model plays an important role in financial options pricing. However, the BSM model assumes that…

math.CO2024

The Planar Turán Number of $Θ_{6}$ -graphs

David Guan, Ervin Győri, Diep Luong-Le +2

There are two particular $Θ_{6}$ -graphs - the 6-cycle graphs with a diagonal. We find the planar Turán number of each of them, i.e. the maximum number of edges in a planar graph $G$ …

Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates

The Planar Turán Number of Θ6​-graphs

The Planar Turán Number of $Θ_{6}$ -graphs