Rong Ge
I'm a second year graduate student at the Computer Science Department of Princeton University. My research area is Theoretical Computer Science. My advisor is Sanjeev Arora.
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. Publications New Results on Simple Stochastic Games with Decheng Dai, In ISAAC 2009, to appear Contact 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