( en | de | ru )

 

Disambiguation of "Feng, Liming"

Author of the publication

copydeleteadd this publication to your clipboard
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach

, and . Operations Research, 56 (2): 304--325 (April 2008)
DOI: 10.1287/opre.1070.0419

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

Liming Zhu

Liming Lu

Liming Gao

Liming Wang

Liming Zhan

 

Other publications of authors with the same name

Pricing Options in Jump-Diffusion Models: An Extrapolation Approach, and . Operations Research, 56 (2): 304--325 (April 2008)Computing exponential moments of the discrete maximum of a Lévy process and lookback options., and . Finance and Stochastics, 13 (4): 501-529 (2009)Inverse transform method for simulating Levy processes and discrete Asian options pricing., , and . WSC, page 444-456. IEEE, (2011)Diversity Evolutionary Policy Deep Reinforcement Learning., and . Comput. Intell. Neurosci., (2021)Handbooks in Operations Research and Management Science, , , and . Volume 15, chapter Chapter 7 Variational Methods in Derivatives Pricing, page 301--342. Elsevier, (2007)Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact., , , and . Oper. Res., 62 (1): 195-206 (2014)Pricing Bermudan Options in Lévy Process Models., and . SIAM J. Financial Math., 4 (1): 474-493 (2013)Optimal deleveraging with nonlinear temporary price impact., , and . Eur. J. Oper. Res., 244 (1): 240-247 (2015)Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems., , , and . SIAM J. Optimization, 23 (3): 1371-1397 (2013)Simulating Lévy Processes from Their Characteristic Functions and Financial Applications., , and . ACM Trans. Model. Comput. Simul., 22 (3): 14:1-14:26 (2012)