SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Lishang Jiang · Study

Home/Author

Lishang Jiang

12 works· latest 2010· 1 institutionscluster: provisional

h-index12

i1012

Citations475

Works here12

99

03

04

05

07

09

10

Most cited in this library

A new well-posed algorithm to recover implied local volatility2003 · 78 citations
Convergence of Binomial Tree Methods for European/American Path-Dependent Options2004 · 74 citations
Finite Horizon Optimal Investment and Consumption with Transaction Costs2009 · 71 citations
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET2007 · 64 citations
Basket CDS pricing with interacting intensities2009 · 39 citations

Works

12 shown

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

SIAM Journal on Financial Mathematics·2010·3 authors

15citations

Basket CDS pricing with interacting intensities

Finance and Stochastics·2009·2 authors

39citations

Optimal convergence rate of the explicit finite difference scheme for American option valuation

Journal of Computational and Applied Mathematics·2009·3 authors·Open access

29citations

Finite Horizon Optimal Investment and Consumption with Transaction Costs

SIAM Journal on Control and Optimization·2009·4 authors·Open access

71citations

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

Mathematical Finance·2007·4 authors

64citations

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

Numerische Mathematik·2007·4 authors

20citations

A parabolic variational inequality arising from the valuation of fixed rate mortgages

European Journal of Applied Mathematics·2005·3 authors

35citations

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

SIAM Journal on Numerical Analysis·2005·4 authors

18citations

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

SIAM Journal on Numerical Analysis·2004·2 authors

74citations

A new well-posed algorithm to recover implied local volatility

Quantitative Finance·2003·4 authors

78citations

Numerical analysis on binomial tree methods for a jump-diffusion model

Journal of Computational and Applied Mathematics·2003·3 authors·Open access

16citations

CONVERGENCE OF BINOMIAL TREE METHOD FOR AMERICAN OPTIONS

·1999·1 author

16citations