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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
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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
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A general approach for Parisian stopping times under Markov processes
Zhang, Gongqiu
;
Li, Lingfei
- In:
Finance and stochastics
27
(
2023
)
3
,
pp. 769-829
Persistent link: https://www.econbiz.de/10014328990
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