Liming Feng

Finance · 2008

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

Whom Liming Feng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Steven Kou
  2. Ole E. Barndorff-Nielsen
  3. Peter P. Carr
  4. Dilip B Madan 5

Who trusts Liming Feng overall

  1. Lingfei Li
  2. Vadim Linetsky

Papers from Liming Feng's perspective

Ordered by how strongly the researchers Liming Feng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Processes of normal inverse Gaussian type
  2. Introduction to Fourier analysis and wavelets
  3. Non‐Gaussian Ornstein–Uhlenbeck‐based models and some of their uses in financial economics
  4. First passage times of a jump diffusion process (Advances in Applied Probability)
  5. The Generalized Hyperbolic Model: Financial Derivatives and Risk Measures
  6. Application of Generalized Hyperbolic Lévy Motions to Finance
  7. Russian and American put options under exponential phase-type Lévy models
  8. The Variance Gamma (V.G.) Model for Share Market Returns
  9. Financial Modelling with Jump Processes
  10. Optimal stopping and perpetual options for Lévy processes

Their papers