Yuming Ma

Tokyo Institute of Technology

Yuming Ma is a PhD candidate in Mathematics and Operations Research at the Tokyo Institute of Technology under the supervisor of professors Kazuhide Nakata and Syoiti Ninomiya. His main field of research is Stochastic Calculus and Malliavin Calculus, in particular their applications in options market making practices. His current interest is accelerating the LSV calibration and pricing for exotic products down to seconds. He has years of quantitative research experience in options on FX, commodities, equities and ETF products, and with experience in directing an investment strategy development team for a hedge fund in Shanghai.

Articles by Yuming Ma

Original research

The realized local volatility surface

The authors put forward a Bayesian nonparametric estimation method which reconstructs a counterfactual generalized Wiener measure from historical price data.

17 Jul 2023

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Alternatively you can request an individual account here