王泽荣，1994年生，山西运城人，中国科学技术大学科技商学院特任副教授。

教育背景

2016.9 - 2021.12，西南财经大学，数理金融学，博士

工作经历

2024.5 - 至今，中国科学技术大学，科技商学院，特任副教授

2022.3 - 2024.5，香港理工大学，会计与金融学院，博士后

研究方向

衍生品定价

发表论文

1.  Analytic formula for pricing options with stochastic volatility under the GARCH-PDE approximation, with Qi Wang, Qian Zhang, Yuanyuan Zhang, Journal of Derivatives, 2024(31), 98-124.

2.  Option valuation via nonaffine dynamics with realized volatility, with Yuanyuan Zhang, Qian Zhang and Qi Wang, Journal of Empirical Finance, 2024(77), 101486.

3.  VIX futures and its closed-form pricing through an affine GARCH model with realized variance, with Qi Wang, Journal of Futures Markets, 2021(41), 135-156.

4.  VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump, with Qi Wang, Journal of Banking & Finance, 2020(116), 105845.

工作论文

1. Option Pricing with intraday and overnight underlying asset dynamics, with Gang Li, R&R..

2. Dynamics of intraday and overnight returns and the implication for option pricing, with Gang Li, R&R.

3. Understanding equity option returns in the Chinese market, with Gang Li, Presented at AsianFA (2024, Macau).

4. VIX derivatives valuation by GARCH models with good and bad environments, with Gongqiu Zhang.

学术服务

 Finance Research Letter, The North American Journal of Economics and Finance, Journal of Risk 等期刊匿名审稿人。

http://bs.ustc.edu.cn/chinese/profile-2364.html

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