The MEEMs Lab iconThe MEEMs Lab
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No 01 · Option Pricing · Asset Valuation · Empirical Asset Pricing

From randomnessto price

A research group focused on the pricing of financial assets, especially options and derivatives. We study the deep structure of risk and price at the crossroads of theory, computation, and market data.

ResearchJoin Us
BLACK-SCHOLES-MERTON

Closed-form Option Valuation

No-arbitrage plus diffusion assumptions produce analytic European option prices.

C = SN(d1) - Ke-rTN(d2)

Black-Scholes (1973), Merton extension.

DYNAMIC HEDGING

Delta-Neutral Replication

Continuous rebalancing links pricing and hedging.

dΠ = dV - Δ dS, Δ =

Continuous-time derivatives foundations.

RISK-NEUTRAL PRICING

Expectation Under Q

Discounted price equals expectation under equivalent martingale measure.

V0 = e-rT EQ[Payoff]

Fundamental theorem of asset pricing.

FACTOR & RISK PREMIA

Portfolio Theory to Asset Pricing

Mean-variance ideas extend to beta-based premia tests.

E[Ri] - Rf = βi(E[Rm] - Rf)

Markowitz and Sharpe lineage.

Focus
Option Pricing
Method
Theory x Data
Location
Beijing · BIT
Status
Open for 2026
About

About the Lab

Research Group · Est. 202X

Based at the School of Economics, Beijing Institute of Technology, meemlab.cc focuses on theoretical modeling, numerical methods, and empirical research in financial asset pricing.

We believe the dialogue between rigorous mathematical models and real market data is key to understanding how asset prices form.

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Graduate students
TBD
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Publications
TBD
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Active projects
TBD
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Partner institutions
TBD
Market Data

Global Markets

Research context snapshot of global indices, FX, commodities, and crypto, refreshed every 20 seconds.
Fetching snapshot...

Equity Indices

9 indices

Foreign Exchange

2 pairs

Commodities

2 symbols

Crypto

1 symbols
Source · Sina Finance + CoinGeckoAuto-refresh · 20s
Research

Research Areas

Our work spans six complementary areas, closing the loop between models, methods, and applications.
01 / 6

Option & Derivatives Pricing

Option & Derivatives Pricing

Starting from Black-Scholes, we study stochastic volatility, jump-diffusion, and rough volatility.

Stochastic VolatilityJump-DiffusionRough PathsCalibration
02 / 6

Empirical Asset Pricing

Empirical Asset Pricing

We test factor models, anomalies, and risk premia using high-frequency and cross-sectional data.

Factor ModelsAnomaliesMachine LearningCross-Section
03 / 6

Volatility Modeling

Volatility Modeling

We study implied-volatility surface dynamics, variance risk premia, and VIX-like indices.

Implied VolatilityVIXVariance Risk Premium
04 / 6

Numerical & Computational Finance

Numerical & Computational Finance

We develop Monte Carlo, PDE, Fourier, and deep-learning solvers for high-dimensional pricing.

Monte CarloPDEDeep PDE SolversHedging
05 / 6

Market Microstructure

Market Microstructure

We investigate order books, liquidity provision, and high-frequency trading behavior.

LOBLiquidityHigh-Frequency
06 / 6

Risk Management

Risk Management

Around VaR, ES, and systemic risk, we build forward-looking risk indicators.

Tail RiskSystemic RiskStress Testing
News

News & Updates

  1. Publication

    Paper accepted at the Journal of Financial Economics (TBD)

    Our joint paper on American option pricing under rough volatility has been accepted by a top-tier journal.

  2. Talk

    Keynote at the China Finance Review International conference (TBD)

    Prof. XX delivered a keynote on option-implied information and macroeconomic forecasting.

  3. Recruitment

    2026 PhD / Master admissions now open (TBD)

    We are recruiting 2 PhD and 3 Master students. Interested candidates are welcome to reach out.

  4. Grant

    NSFC General Program grant awarded (TBD)

    The project studies derivative pricing and risk management under nonlinear stochastic volatility.

Papers

Selected Publications

Full list available on Google Scholar / SSRN.
2026
Vintage
  • Author A, Author B, Author C

    Rough Volatility and American Option Pricing A Deep Solver Approach

    Journal of Financial Economics (forthcoming)
    PDF SSRN Code
2025
Vintage
  • Author B, Author D

    Variance Risk Premium in the Chinese Options Market

    Review of Finance, 29(4), 1-22.
    PDF DOI
  • Author A, Author E, Author F

    Machine Learning the Cross-Section of Option Returns

    Journal of Econometrics, 240(2).
    PDF Replication
2024
Vintage
  • Author A, Author G

    Implied Volatility Surface under Jump-Diffusion with Regime Switching

    Mathematical Finance, 34(3), 789-821.
    PDF
People

People

Principal Investigator

1 members
P
PI Name · TBD
Professor · Doctoral Supervisor
School of Economics
Interests · Option Pricing · Empirical Asset Pricing · Computational Finance
✉ pi@meemlab.ccHomepage →Scholar →CV →

Postdoctoral Researchers

1 members
P
Postdoc · TBD
Postdoctoral Fellow
Interests · Stochastic Volatility · Deep Pricing

PhD Students

3 members
S
Student 1
PhD
Interests · Option Market Making
S
Student 2
PhD
Interests · High-Frequency Data & Volatility
S
Student 3
PhD
Interests · Factor Models

Master Students

2 members
S
Student A
MSc
Interests · American Option Numerics
S
Student B
MSc
Interests · ML for Asset Pricing

Alumni

2 members
A
Alumnus X
PhD 2023 → Assistant Prof.
A
Alumnus Y
MSc 2022 → Financial Engineering
Teaching

Teaching

ECON-5021Graduate

Derivatives Pricing

Covers Black-Scholes, risk-neutral pricing, trees, PDE methods, Monte Carlo, and volatility models.

Spring
ECON-5032Graduate

Empirical Asset Pricing

Factor models, Fama-MacBeth regressions, GMM, and panel methods with China market applications.

Fall
ECON-3010Undergraduate

Financial Economics

Utility theory, CAPM, APT, no-arbitrage pricing, and empirical performance in real markets.

Fall
Join

Join Us

We welcome students passionate about asset pricing with strong math and programming foundations.
Track 01

PhD Students

For students pursuing a doctoral degree in finance or quantitative economics.

  • Strong background in probability
  • Proficiency in Python / Matlab / C++
  • Good English reading and writing skills
Track 02

Master Students

For students interested in option pricing and financial engineering.

  • Coursework in finance
  • Curiosity about financial markets
  • Strong communication and teamwork
Track 03

Undergraduate / Visiting

For undergraduates seeking early research exposure and thesis mentorship.

  • Passion for academic work
  • Stable time commitment
  • Basic statistics or programming skills
ContactInterested? Send your CV, transcript, and a brief statement of research interests to join@meemlab.cc.
Contact

Contact

Address
School of Economics, Beijing Institute of Technology, 5 South Zhongguancun Street, Haidian, Beijing
Office
Central Teaching Building, Rm XXX (TBD)
Email
Phone
+86 10 6891-XXXX (TBD)
GitHub →Google Scholar →SSRN →WeChat →
Campus
Beijing Institute of Technology
School of Economics

BIT is a national key university directly under the Ministry of Education. The School of Economics spans economics, finance, and international trade.

Latitude
39.960°N
Longitude
116.317°E
District
Zhongguancun
bit.edu.cn →