Jin-Rong Liang

Integrals and derivatives on net fractals

Fu-Yao Ren, Jin-Rong Liang, Xiaotian Wang et al. · Chaos Solitons & Fractals · 2003 · 66 citations

Generalized Function, Definite Integral, Net Fractals +2

Time-changed geometric fractional Brownian motion and option pricing with transaction costs

Hui Gu, Jin-Rong Liang, Yunxiu Zhang · Physica A Statistical Mechanics and its Applications · 2012 · 46 citations

Option Pricing, Asset Pricing, Stochastic Processes +7

Scaling of horizontal and vertical fixational eye movements

Jin-Rong Liang, Shay Moshel, Ari Z. Zivotofsky et al. · Physical Review E · 2005 · 43 citations · Full text

Continuous time Black–Scholes equation with transaction costs in subdiffusive fractional Brownian motion regime

Jun Wang, Jin-Rong Liang, Longjin Lv et al. · Physica A Statistical Mechanics and its Applications · 2011 · 33 citations

Stochastic Processes, Stochastic Calculus, Anomalous Diffusion +3

Fractional Fokker-Planck Equation and Black-Scholes Formula in Composite-Diffusive Regime

Jin-Rong Liang, Jun Wang, Long-Jin Lǔ et al. · Journal of Statistical Physics · 2011 · 21 citations

Anomalous Diffusion, Fractional Fokker-planck Equation, Physics +1