Lingfei Li

Orcid: 0000-0002-1761-3458

According to our database1, Lingfei Li authored at least 22 papers between 2013 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

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Bibliography

2023
Data-driven hedging of stock index options via deep learning.
Oper. Res. Lett., July, 2023

Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation.
Eur. J. Oper. Res., 2023

RGB-Infrared Paired-Images Generation Based on Feature Disentangle and Cross-Modality Reconstruction.
Proceedings of the IEEE International Geoscience and Remote Sensing Symposium, 2023

2022
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients.
SIAM J. Financial Math., September, 2022

Multiple-order breathers for a generalized (3+1)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure.
Math. Comput. Simul., 2022

Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation.
Appl. Math. Lett., 2022

2021
Approximate Controllability for Degenerate Heat Equation with Bilinear Control.
J. Syst. Sci. Complex., 2021

Regional integrated energy system schemes selection based on risk expectation and Mahalanobis-Taguchi system.
J. Intell. Fuzzy Syst., 2021

Pricing American drawdown options under Markov models.
Eur. J. Oper. Res., 2021

Uncovering information diffusion patterns in different networks using the L-metric.
Enterp. Inf. Syst., 2021

How Could Policies Facilitate Digital Transformation of Innovation Ecosystem: A Multiagent Model.
Complex., 2021

Multiple-order rogue waves for the generalized (2+1)-dimensional Kadomtsev-Petviashvili equation.
Appl. Math. Lett., 2021

2020
Targeted influence maximization under a multifactor-based information propagation model.
Inf. Sci., 2020

2019
How to maximize advertising performance in online social networks.
J. Oper. Res. Soc., 2019

Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior.
Oper. Res., 2019

2016
Option Pricing in Some Non-Lévy Jump Models.
SIAM J. Sci. Comput., 2016

Analytical representations for the basic affine jump diffusion.
Oper. Res. Lett., 2016

An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance.
J. Comput. Appl. Math., 2016

Additive subordination and its applications in finance.
Finance Stochastics, 2016

2015
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach.
Finance Stochastics, 2015

2013
Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models.
Oper. Res. Lett., 2013

Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach.
Oper. Res., 2013


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