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