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

金融衍生品定价

发表论文

1.  Analytical formula for pricing European 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.  VIX derivatives valuation by GARCH models with good and bad environments, with Gongqiu Zhang, R&R.

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

项目信息

安徽省自然科学基金面上项目，2408085MG183，2024.9 - 2027.8，主持

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。