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Shenghong Li 0003
Person information
- affiliation: Huzhou University, Department of Mathematics, China
- affiliation: Zhejiang University, Department of Mathematics, Hangzhou, China
Other persons with the same name
- Shenghong Li (aka: Sheng-Hong Li) — disambiguation page
- Shenghong Li 0001
(aka: Sheng-Hong Li 0001) — Shanghai Jiaotong University, Department of Electric and Electronic Engineering, China (and 1 more)
- Shenghong Li 0002
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2010 – 2019
- 2016
- [j9]Liu Wenqiong, Shenghong Li
Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models. Appl. Math. Comput. 291: 279-291 (2016) - 2015
- [j8]Wenbin Hu
Fast Greeks by simulation: The block adjoint method with memory reduction. J. Comput. Appl. Math. 274: 70-78 (2015) - 2014
- [j7]Wenbin Hu
The forward-path method for pricing multi-asset American-style options under general diffusion processes. J. Comput. Appl. Math. 263: 25-31 (2014) - 2010
- [j6]Jingyang Yang, Yoon Choi, Shenghong Li, Jinping Yu:
A note on "Monte Carlo analysis of convertible bonds with reset clause". Eur. J. Oper. Res. 200(3): 924-925 (2010) - [j5]Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang:
Pricing model of interest rate swap with a bilateral default risk. J. Comput. Appl. Math. 234(2): 512-517 (2010) - [j4]Ruxing Xu, Dan Wu, Shenghong Li:
Dynamic Investment under Asymmetric Information. J. Comput. 5(8): 1248-1255 (2010)
2000 – 2009
- 2009
- [c6]Xiaoyu Ren, Shenghong Li, Xinping Shao:
A Fast Algorithm for Solving the Pricing of American Options. BIFE 2009: 325-328 - [c5]Jingyang Yang, Shenghong Li:
Pricing Convertible Bonds with Reset Clauses and Stochastic Interest Rates. BIFE 2009: 342-345 - [c4]Shanshan Ding, Liugen Wang, Shenghong Li:
The Investment-Uncertainty Relationship in a Real Option Model. BIFE 2009: 346-349 - [c3]Cong Gu, Shenghong Li, Bo Zhou:
On the Time to Ruin for Erlang(2) Risk Model in a Markov Environment. BIFE 2009: 391-395 - [c2]Jinping Yu, Xiaofeng Yang, Shenghong Li, Xiaohu Yang:
Pricing Convertible Bond with Call Clause in Exponential Variance Gamma Model. BIFE 2009: 668-672 - [c1]Ruxing Xu, Shenghong Li:
A Tree Model for Pricing Convertible Bonds with Equity, Market and Default Risk. BIFE 2009: 673-677 - 2007
- [j3]Chao Sun, Jing-Yang Yang, Sheng-Hong Li:
On barrier option pricing in binomial market with transaction costs. Appl. Math. Comput. 189(2): 1505-1516 (2007) - [j2]Chao Sun, Jing-Yang Yang, Sheng-Hong Li:
On reset option pricing in binomial market with both fixed and proportional transaction costs. Appl. Math. Comput. 193(1): 143-153 (2007) - 2006
- [j1]Shujin Li, Shenghong Li:
Pricing American interest rate option on zero-coupon bond numerically. Appl. Math. Comput. 175(1): 834-850 (2006)
Coauthor Index
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