Lingfei Li

Lingfei Li

Chinese University of Hong Kong - Central Ave / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 430673
香港中文大學
person_outline Lingfei Li's MOST POPULAR ARTICLES
1-) Time‐Changed Ornstein–Uhlenbeck Processes and Their Applications in Commodity Derivative ModelsL Li, V LinetskyMathematical Finance 24 (2), 289-330, 2014792014
2-) Error Analysis of Finite Difference and Markov Chain Approximations for Option PricingL Li, G ZhangMathematical Finance 28 (3), 877-919, 2018542018
3-) Optimal stopping and early exercise: an eigenfunction expansion approachL Li, V LinetskyOperations Research 61 (3), 625-643, 2013542013
4-) Analysis of Markov chain approximation for option pricing and hedging: grid design and convergence behaviorL Li, G ZhangOperations Research 67 (2), 407-427, 2019522019
5-) Evaluating callable and putable bonds: an eigenfunction expansion approachD Lim, L Li, V LinetskyJournal of Economic Dynamics and Control 36 (12), 1888-1908, 2012462012