Lingfei Li

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Sufficient conditions of collapse for dipolar Bose‐Einstein condensate	2024-02-13	Paper
Dynamical analysis of rational and semi‐rational solution for a new extended (3 + 1)‐dimensional Kadomtsev‐Petviashvili equation	2023-12-21	Paper
Rational and semi‐rational solutions for a (3 + 1)‐dimensional generalized KP–Boussinesq equation in shallow water wave	2023-12-20	Paper
A general approach for lookback option pricing under Markov models	2023-09-25	Paper
New solitons and conditional stability to the high dispersive nonlinear Schrödinger equation with parabolic law nonlinearity	2023-08-02	Paper
A general approach for Parisian stopping times under Markov processes	2023-07-06	Paper
A general method for analysis and valuation of drawdown risk	2023-07-06	Paper
A two-step framework for arbitrage-free prediction of the implied volatility surface	2023-06-20	Paper
A data-driven deep learning approach for options market making	2023-06-20	Paper
Optical nondiffractive and nondispersive dark-wave dynamics in hydrodynamic origin	2023-02-16	Paper
Rational solutions with non-zero offset parameters for an extended (3 + 1)-dimensional BKP-Boussinesq equation	2023-01-12	Paper
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation	2022-12-12	Paper
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients	2022-09-23	Paper
A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation	2022-08-19	Paper
Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation	2022-06-13	Paper
A Fourier transform method for solving backward stochastic differential equations	2022-06-03	Paper
Rogue wave solutions of the generalized \(( 3 + 1)\)-dimensional Kadomtsev-Petviashvili equation	2022-05-31	Paper
Rating frailty, Bayesian updates, and portfolio credit risk analysis*	2022-05-27	Paper
Markov chain approximation of one-dimensional sticky diffusions	2022-01-18	Paper
Multiple-order breathers for a generalized \((3+1)\)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure	2021-12-13	Paper
Modelling electricity prices: a time change approach	2021-07-16	Paper
Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation	2021-07-09	Paper
Multiple-order rogue waves for the generalized \(( 2 + 1)\)-dimensional Kadomtsev-Petviashvili equation	2021-04-28	Paper
Approximate controllability for degenerate heat equation with bilinear control	2021-04-08	Paper
The stability and stabilization of heat equation in non-cylindrical domain	2020-10-28	Paper
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior	2020-10-20	Paper
The stabilizability of heat equations with time‐dependent coefficients	2020-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q3306960	2020-08-12	Paper
Equivalent measure changes for subordinate diffusions	2019-11-18	Paper
Stability of degenerate heat equation in non-cylindrical/cylindrical domain	2019-08-20	Paper
Parametric inference for discretely observed subordinate diffusions	2019-05-31	Paper
New exact solutions to the high dispersive cubic-quintic nonlinear Schrödinger equation	2018-12-14	Paper
New exact solutions for a generalized KdV equation	2018-10-23	Paper
Analytical representations for the basic affine jump diffusion	2018-09-28	Paper
Dynamical behaviors of blowup solutions in trapped quantum gases: concentration phenomenon	2018-09-17	Paper
Error analysis of finite difference and Markov chain approximations for option pricing	2018-08-16	Paper
Pure jump models for pricing and hedging VIX derivatives	2018-08-09	Paper
The stability and exponential stabilization of the heat equation with memory	2018-06-28	Paper
The stability and rapid exponential stabilization of heat equation in non-cylindrical domain	2017-12-18	Paper
Evaluating callable and putable bonds: an eigenfunction expansion approach	2016-10-06	Paper
Additive subordination and its applications in finance	2016-09-07	Paper
Option Pricing in Some Non-Lévy Jump Models	2016-07-20	Paper
An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance	2015-11-13	Paper
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach	2015-11-09	Paper
Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models	2014-05-15	Paper
TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS	2014-05-14	Paper
Optimal stopping in infinite horizon: an eigenfunction expansion approach	2014-04-17	Paper
Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach	2013-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q4901319	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3635412	2009-07-06	Paper
https://portal.mardi4nfdi.de/entity/Q3632285	2009-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q2706709	2002-02-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Lingfei Li