The following pages link to Lingfei Li (Q309160):
Displayed 50 items.
- Additive subordination and its applications in finance (Q309162) (← links)
- Evaluating callable and putable bonds: an eigenfunction expansion approach (Q318869) (← links)
- Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach (Q889625) (← links)
- An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance (Q893128) (← links)
- New exact solutions to the high dispersive cubic-quintic nonlinear Schrödinger equation (Q1632576) (← links)
- The stability and exponential stabilization of the heat equation with memory (Q1645118) (← links)
- Pure jump models for pricing and hedging VIX derivatives (Q1655664) (← links)
- Analytical representations for the basic affine jump diffusion (Q1785484) (← links)
- New exact solutions for a generalized KdV equation (Q1798156) (← links)
- Multiple-order rogue waves for the generalized \(( 2 + 1)\)-dimensional Kadomtsev-Petviashvili equation (Q2022260) (← links)
- Multiple-order breathers for a generalized \((3+1)\)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure (Q2060256) (← links)
- Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation (Q2103028) (← links)
- Rational solutions with non-zero offset parameters for an extended (3 + 1)-dimensional BKP-Boussinesq equation (Q2113061) (← links)
- Rogue wave solutions of the generalized \(( 3 + 1)\)-dimensional Kadomtsev-Petviashvili equation (Q2143570) (← links)
- A multidimensional Hilbert transform approach for barrier option pricing and survival probability calculation (Q2165398) (← links)
- The stability and stabilization of heat equation in non-cylindrical domain (Q2208943) (← links)
- Stability of degenerate heat equation in non-cylindrical/cylindrical domain (Q2319656) (← links)
- Dynamical behaviors of blowup solutions in trapped quantum gases: concentration phenomenon (Q2413991) (← links)
- Parametric inference for discretely observed subordinate diffusions (Q2417988) (← links)
- Optimal stopping in infinite horizon: an eigenfunction expansion approach (Q2446714) (← links)
- Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models (Q2450704) (← links)
- Approximate controllability for degenerate heat equation with bilinear control (Q2661895) (← links)
- A Fourier transform method for solving backward stochastic differential equations (Q2671235) (← links)
- Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation (Q2673739) (← links)
- (Q2706709) (← links)
- Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach (Q2846422) (← links)
- (Q3306960) (← links)
- (Q3632285) (← links)
- (Q3635412) (← links)
- Error analysis of finite difference and Markov chain approximations for option pricing (Q4581292) (← links)
- (Q4901319) (← links)
- Modelling electricity prices: a time change approach (Q5001192) (← links)
- Markov chain approximation of one-dimensional sticky diffusions (Q5022266) (← links)
- Rating frailty, Bayesian updates, and portfolio credit risk analysis* (Q5079370) (← links)
- The stabilizability of heat equations with time‐dependent coefficients (Q5120039) (← links)
- Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior (Q5126611) (← links)
- Equivalent measure changes for subordinate diffusions (Q5243380) (← links)
- TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS (Q5416704) (← links)
- Option Pricing in Some Non-Lévy Jump Models (Q5739799) (← links)
- Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients (Q5868800) (← links)
- Optical nondiffractive and nondispersive dark-wave dynamics in hydrodynamic origin (Q5877950) (← links)
- A general approach for lookback option pricing under Markov models (Q6053112) (← links)
- A general approach for Parisian stopping times under Markov processes (Q6111010) (← links)
- A general method for analysis and valuation of drawdown risk (Q6111436) (← links)
- Sufficient conditions of collapse for dipolar Bose‐Einstein condensate (Q6153284) (← links)
- A two-step framework for arbitrage-free prediction of the implied volatility surface (Q6158370) (← links)
- A data-driven deep learning approach for options market making (Q6158439) (← links)
- New solitons and conditional stability to the high dispersive nonlinear Schrödinger equation with parabolic law nonlinearity (Q6166414) (← links)
- Rational and semi‐rational solutions for a (3 + 1)‐dimensional generalized KP–Boussinesq equation in shallow water wave (Q6182018) (← links)
- Dynamical analysis of rational and semi‐rational solution for a new extended (3 + 1)‐dimensional Kadomtsev‐Petviashvili equation (Q6182172) (← links)