1[期刊论文]

Computing exponential moments of the discrete maximum of a Lévy process and lookback options

作者：Liming Feng ;Vadim Linetsky

来源：Finance and Stochastics. 2009 ;13(4):501-529.doi:10.1007/s00780-009-0096-x

出版社：Springer Nature

2[期刊论文]

PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LéVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH

作者：Liming Feng ;Vadim Linetsky

来源：Mathematical Finance. 2008 ;18(3):337-384.doi:10.1111/j.1467-9965.2008.00338.x

出版社：John Wiley & Sons, Ltd.

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3[期刊论文]

Diversity Evolutionary Policy Deep Reinforcement Learning

作者：Jian Liu ;Liming Feng

来源：Computational Intelligence and Neuroscience. 2021 ;2021:1-11.doi:10.1155/2021/5300189

出版社：Hindawi Publishing Corporation

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4[期刊论文]

Optimal deleveraging with nonlinear temporary price impact

作者：Jingnan Chen ;Liming Feng ;Jiming Peng

来源：European Journal of Operational Research. 2015 ;244(1):240-247.doi:10.1016/j.ejor.2014.12.034

出版社：Elsevier BV

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5[期刊论文]

Constant elasticity of variance models with target zones

作者：Liming Feng ;Pingping Jiang ;Yongjin Wang

来源：Physica A: Statistical Mechanics and its Applications. 2020 ;537:122702.doi:10.1016/j.physa.2019.122702

出版社：Elsevier BV

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6[期刊论文]

On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process

作者：Ao Chen ;Liming Feng ;Renming Song

来源：Journal of Applied Probability. 2011 ;48(04):1021-1034.doi:10.1017/S0021900200008597

出版社：Cambridge University Press

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7[期刊论文]

On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process

作者：Ao Chen ;Liming Feng ;Renming Song

来源：Journal of Applied Probability. 0 ;48(4):1021-1034.doi:10.1239/jap/1324046016

出版社：Cambridge University Press

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8[期刊论文]

Synthesis and characterization of SnSe2 hexagonal nanoflakes

作者：Kegao Liu ;Hong Liu ;Jiyang Wang 等

来源：Materials Letters. 2009 ;63(5):512-514.doi:10.1016/j.matlet.2008.10.054

出版社：Elsevier BV

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9[期刊论文]

Unsteadiness characterization of shock wave/turbulent boundary layer interaction controlled by high-frequency arc plasma energy deposition

作者：Liming Feng ;Hongyu Wang ;Zhi Chen 等

来源：Physics of Fluids. 2021 ;33(1):015114.doi:10.1063/5.0029704

出版社：AIP Publishing

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10[期刊论文]

On the solution of complementarity problems arising in American options pricing

作者：Liming Feng ;Vadim Linetsky ;José Luis Morales 等

来源：Optimization Methods and Software. 2011 ;26(4-5):813-825.doi:10.1080/10556788.2010.514341

出版社：Taylor & Francis Group

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