The following pages link to Liming Feng (Q319324):
Displaying 13 items.
- Optimal deleveraging with nonlinear temporary price impact (Q319326) (← links)
- Computing exponential moments of the discrete maximum of a Lévy process and lookback options (Q964688) (← links)
- Constant elasticity of variance models with target zones (Q2164570) (← links)
- Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems (Q2866190) (← links)
- Inverting Analytic Characteristic Functions and Financial Applications (Q2873134) (← links)
- Pricing Bermudan Options in Lévy Process Models (Q2873138) (← links)
- On the solution of complementarity problems arising in American options pricing (Q3096882) (← links)
- On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process (Q3108472) (← links)
- Pricing Options in Jump-Diffusion Models: An Extrapolation Approach (Q3392173) (← links)
- PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH (Q3521283) (← links)
- Simulating Lévy Processes from Their Characteristic Functions and Financial Applications (Q4635193) (← links)
- Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact (Q5166308) (← links)
- An Algorithm for Linear Complementarity and its Application in American Options Pricing (Q5851657) (← links)
