Ruoting Gong

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain	2023-07-03	Paper
Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility Stochastic Processes and their Applications	2023-01-02	Paper
Estimation of tempered stable Lévy models of infinite variation Methodology and Computing in Applied Probability	2022-07-07	Paper
Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains Stochastics	2022-07-06	Paper
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (available as arXiv preprint)	2021-07-02	Paper
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations The Annals of Applied Probability	2020-02-21	Paper
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations The Annals of Applied Probability	2020-02-21	Paper
Bayesian estimations for diagonalizable bilinear SPDEs Stochastic Processes and their Applications	2020-01-24	Paper
Lower bounds on the generalized central moments of the optimal alignments score of random sequences Journal of Theoretical Probability	2018-08-16	Paper
Trajectory fitting estimators for SPDEs driven by additive noise Statistical Inference for Stochastic Processes	2018-04-16	Paper
Short-time expansions for call options on leveraged ETFs under exponential Lévy models with local volatility SIAM Journal on Financial Mathematics	2018-04-16	Paper
Third-order short-time expansions for close-to-the-money option prices under the CGMY model Applied Mathematical Finance	2018-04-06	Paper
High-order short-time expansions for ATM option prices of exponential Lévy models Mathematical Finance	2016-07-15	Paper
A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words	2015-12-17	Paper
Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions	2015-09-13	Paper
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps Stochastic Processes and their Applications	2012-06-01	Paper
High-order short-time expansions for ATM option prices under the CGMY model	2011-12-13	Paper
A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain	2009-11-04	Paper

Research outcomes over time

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