Mingming Ni
1 Papers
Mingming Ni is an academic researcher. The author has contributed to research in topics: Binomial options pricing model & Air quality index. The author has an hindex of 1, co-authored 1 publications.
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Papers
Air pollution option pricing model based on AQI
Jian Xue,Yan Xu,Laijun Zhao,Chenchen Wang,Zeeshan Rasool,Mingming Ni,Qin Wang,Qin Wang,Deqiang Li +8 more
TL;DR: In this paper, an AQI-based option product, described in this paper, can hedge operating risks for companies in industries that are seriously affected by air pollution, and three types of ADI index options contracts, with different maturities, are simulated, with pricing derived through the binomial tree model.