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| Recent
Work |
I'm
currently working with Sanjeev Arora, Boaz Barak and Markus
Brunnermeier on Computational Complexity and Information Asymmetry in
Financial Products. We put forward the issue of Computational
Complexity in the analysis of Financial Derivatives, and show that
there is a fundamental difficulty in pricing financial derivatives even
in very simple settings.
The latest version of the working paper is here: Computational Complexity and Information Asymmetry in Financial Products
For some frequently asked questions about the paper, see our FAQ page. |
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| Publications
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| New
Results on Simple Stochastic Games |
with Decheng Dai,
In ISAAC 2009, to appear |
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| Contact
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| Email: |
rongge AT cs
DOT princeton DOT edu |
| Office: |
216 Computer
Science Building |
| Phone: |
(609) 258-5389
(office) |
| Mail: |
Department of
Computer Science
Princeton University
35 Olden Street
Princeton, NJ 08540-5233 |
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