Concepedia

Lingfei Li

LL

21

Publications

603

Citations

15

H-Index

2012

Active since

Affiliations

Chinese University of Hong Kong(Current)

Chinese University of Hong Kong, Shenzhen

The University of Texas at Austin

CITIC Group (China)

University of Hong Kong

Lingfei Li is an author at Chinese University of Hong Kong specializing in engineering, business, and option pricing.

ORCID

Top concepts

Publications per year

2012–2024

21

Publications

21

TIME‐CHANGED ORNSTEIN–UHLENBECK PROCESSES AND THEIR APPLICATIONS IN COMMODITY DERIVATIVE MODELS

Lingfei Li, Vadim Linetsky · Mathematical Finance · 2012 · 84 citations

, , +18

Error analysis of finite difference and Markov chain approximations for option pricing

Lingfei Li, Gongqiu Zhang · Mathematical Finance · 2017 · 56 citations

, , +16

Combined LRRK2 mutation, aging and chronic low dose oral rotenone as a model of Parkinson’s disease

Huifang Liu, Philip Wing‐Lok Ho, Gideon Chi-Ting Leung et al. · Scientific Reports · 2017 · 53 citations · Full text

Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach

Lingfei Li, Vadim Linetsky · Operations Research · 2013 · 48 citations

, , +12

Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior

Gongqiu Zhang, Lingfei Li · Operations Research · 2019 · 41 citations

, , +8

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