Lishang Jiang

According to our database, Lishang Jiang authored at least 9 papers between 2004 and 2016.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2016

Mathematical modeling and analysis of insolvency contagion in an interbank network.

Xuemin Ren, Lishang Jiang

Oper. Res. Lett., 2016

2013

A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process.

Jin Liang, Ming Yang, Lishang Jiang

SIAM J. Appl. Math., 2013

2011

Optimal Decision for Selling an Illiquid Stock.

Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong

J. Optim. Theory Appl., 2011

2010

Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries.

Jin Liang, Bei Hu, Lishang Jiang

SIAM J. Financial Math., 2010

2009

Finite Horizon Optimal Investment and Consumption with Transaction Costs.

Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi

SIAM J. Control. Optim., 2009

Basket CDS pricing with interacting intensities.

Harry Zheng, Lishang Jiang

Finance Stochastics, 2009

2007

On the rate of convergence of the binomial tree scheme for American options.

Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian

Numerische Mathematik, 2007

2005

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model.

Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian

SIAM J. Numer. Anal., 2005

2004

Convergence of Binomial Tree Methods for European/American Path-Dependent Options.

Lishang Jiang, Min Dai

SIAM J. Numer. Anal., 2004