Lingfei Li
Finance · 2012–2018
A researcher in the Science corpus: 2 papers; trusts 20 researchers and is trusted by 2 researchers here, as inferred from the citation graph.
Subfields
- Finance — 24 citations into it; #7,402 of 10,518 by trust here, #9,371 by citations
- Economics and Econometrics — 9 citations into it; #16,050 of 23,481 by trust here, #22,128 by citations
Whom Lingfei Li trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Vadim Linetsky
- Peter P. Carr
- Helyette Geman
- Dilip B Madan 5
- Simon S. Haykin
- Nicholas John Higham
- Damiano Brigo
- Liming Feng
- Willem Hundsdorfer
- Ole E. Barndorff-Nielsen
Who trusts Lingfei Li overall
Papers from Lingfei Li's perspective
Ordered by how strongly the researchers Lingfei Li trusts endorse each paper. Same corpus, a different order for every researcher.
- Time-Changed Levy Processes and Option Pricing ⁄
- Markov Processes: Characterization and Convergence
- The Variance Gamma Process and Option Pricing
- Time Changes for Lévy Processes
- THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
- Stochastic processes and orthogonal polynomials
- Stochastic Volatility for Lévy Processes
- Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes (Operational Research)
- Understanding the Fine Structure of Electricity Prices
- Time Change Representation of Stochastic Integrals