Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. - Liming Feng; Vadim Linetsky (Oper. Res., 2008)

Computing exponential moments of the discrete maximum of a Lévy process and lookback options. - Liming Feng; Vadim Linetsky (Finance Stochastics, 2009)

Inverse transform method for simulating Levy processes and discrete Asian options pricing. - Zisheng Chen; Liming Feng; Xiong Lin (WSC, 2011)

On the solution of complementarity problems arising in American options pricing. - Liming Feng; Vadim Linetsky; José Luis Morales; Jorge Nocedal (Optim. Methods Softw., 2011)

Simulating Lévy Processes from Their Characteristic Functions and Financial Applications. - Zisheng Chen; Liming Feng; Xiong Lin (ACM Trans. Model. Comput. Simul., 2012)

Inverting Analytic Characteristic Functions and Financial Applications. - Liming Feng; Xiong Lin (SIAM J. Financial Math., 2013)

Pricing Bermudan Options in Lévy Process Models. - Liming Feng; Xiong Lin (SIAM J. Financial Math., 2013)

Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems. - Daniel P. Robinson; Liming Feng; Jorge Nocedal; Jong-Shi Pang (SIAM J. Optim., 2013)

Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact. - Jingnan Chen; Liming Feng; Jiming Peng; Yinyu Ye 001 (Oper. Res., 2014)

Optimal deleveraging with nonlinear temporary price impact. - Jingnan Chen; Liming Feng; Jiming Peng (Eur. J. Oper. Res., 2015)

Diversity Evolutionary Policy Deep Reinforcement Learning. - Jian Liu; Liming Feng (Comput. Intell. Neurosci., 2021)

A Risk Diversification Strategy for Integrated Demand Response Under Imperfect Rationality. - Shunlin Zheng; Qi Qi; Yi Sun 007; Yaliang Liu; Liming Feng; Chao Quan (IEEE Trans. Smart Grid, 2024)

Multiple feature-anisotropic regularization for out-of-domain intent detection. - Di Wu; Xiaoyu Wang; Liming Feng (Knowl. Inf. Syst., 2025)