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The volatility-confined LPPL model : a consistent model of "explosive" financial bubbles with mean-reverting residuals
Lin, Li; Ren, R. E.; Sornette, Didier - In: International review of financial analysis 33 (2014), pp. 210-225
Persistent link: https://www.econbiz.de/10010520461
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Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
Zhang, Ling; Lai, Yongzeng; Zhang, Shuhua; Li, Lin - In: The North American journal of economics and finance : a … 47 (2019), pp. 602-621
Persistent link: https://www.econbiz.de/10012120139
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Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping; Lai, Yongzeng; Li, Lin - In: Journal of the Operational Research Society 71 (2020) 12, pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
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Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi; Lai, Yongzeng; Li, Lin; Tan, Vinna - In: Finance research letters 34 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
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Optimisation decision model of enterprise financial risk management combining stochastic demand
Zhao, Dandan; Li, Lin - In: International journal of information technology and … 21 (2022) 2/3, pp. 139-152
Persistent link: https://www.econbiz.de/10014318724