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Lishang Jiang
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2010 – 2019
- 2016
- [j9]Xuemin Ren, Lishang Jiang:
Mathematical modeling and analysis of insolvency contagion in an interbank network. Oper. Res. Lett. 44(6): 779-783 (2016) - 2013
- [j8]Jin Liang, Ming Yang, Lishang Jiang:
A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process. SIAM J. Appl. Math. 73(1): 549-571 (2013) - 2011
- [j7]Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong:
Optimal Decision for Selling an Illiquid Stock. J. Optim. Theory Appl. 151(2): 402-417 (2011) - 2010
- [j6]Jin Liang, Bei Hu
, Lishang Jiang:
Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries. SIAM J. Financial Math. 1(1): 30-65 (2010)
2000 – 2009
- 2009
- [j5]Harry Zheng, Lishang Jiang:
Basket CDS pricing with interacting intensities. Finance Stochastics 13(3): 445-469 (2009) - [j4]Min Dai
Finite Horizon Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 48(2): 1134-1154 (2009) - 2007
- [j3]Jin Liang, Bei Hu
On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik 107(2): 333-352 (2007) - 2005
- [j2]Xiao-song Qian
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42(5): 1899-1913 (2005) - 2004
- [j1]Lishang Jiang, Min Dai
Convergence of Binomial Tree Methods for European/American Path-Dependent Options. SIAM J. Numer. Anal. 42(3): 1094-1109 (2004)
Coauthor Index
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