Narrow search
Showing 11 - 20 of 61
Cover Image
Evaluation of deep learning algorithms for quadratic hedging
Dai, Zhiwen; Li, Lingfei; Zhang, Gongqiu - In: The journal of derivatives : JOD 30 (2022) 1, pp. 32-57
Persistent link: https://www.econbiz.de/10014231090
Cover Image
Discretely monitored first passage problems and barrier options : an eigenfunction expansion approach
Li, Lingfei; Linetsky, Vadim - In: Finance and stochastics 19 (2015) 4, pp. 941-977
Persistent link: https://www.econbiz.de/10011421097
Cover Image
Evaluating callable and putable bonds : an eigenfunction expansion approach
Lim, Dongjae; Li, Lingfei; Linetsky, Vadim - In: Journal of economic dynamics & control 36 (2012) 12, pp. 1888-1908
Persistent link: https://www.econbiz.de/10009701917
Cover Image
Time-changed Ornstein-Uhlenbeck processes and their applications in commodity derivative models
Li, Lingfei; Linetsky, Vadim - In: Mathematical finance : an international journal of … 24 (2014) 2, pp. 289-330
Persistent link: https://www.econbiz.de/10010357373
Cover Image
Additive subordination and its applications in finance
Li, Jing; Li, Lingfei; Mendoza-Arriaga, Rafael - In: Finance and stochastics 20 (2016) 3, pp. 589-634
Persistent link: https://www.econbiz.de/10011531020
Cover Image
Analytical representations for the basic affine jump diffusion
Li, Lingfei; Mendoza-Arriaga, Rafael; Mitchell, Daniel - In: Operations research letters 44 (2016) 1, pp. 121-128
Persistent link: https://www.econbiz.de/10011455591
Cover Image
A Hilbert transform approach for controlled jump-diffusions with financial applications
Ge, Yingming; Li, Lingfei - In: International journal of financial engineering 7 (2020) 4, pp. 1-46
Persistent link: https://www.econbiz.de/10012603237
Cover Image
Ornstein–Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models
Li, Lingfei; Mendoza-Arriaga, Rafael - In: Operations research letters 41 (2013) 5, pp. 521-525
Persistent link: https://www.econbiz.de/10010191968
Cover Image
How to maximize advertising performance in online social networks
Liu, Yezheng; Li, Lingfei - In: Journal of the Operational Research Society 70 (2019) 8, pp. 1224-1233
Persistent link: https://www.econbiz.de/10012213689
Cover Image
Stochastic modeling in commodity markets and optimal stopping of symmetric markov processes
Li, Lingfei - 2012 - UMI 3508526
Persistent link: https://www.econbiz.de/10011819079