Lishang Jiang

Optimal control of a phase field model for solidification

Karl-Heinz Hoffman, Lishang Jiang · Numerical Functional Analysis and Optimization · 1992 · 89 citations

Natural Sciences, Mathematics, Fluid Dynamics +8

A new well-posed algorithm to recover implied local volatility

Lishang Jiang, Qihong Chen, Lijun Wang et al. · Quantitative Finance · 2003 · 80 citations

Business, Mathematics, Financial Economics +15

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

Lishang Jiang, Min Dai · SIAM Journal on Numerical Analysis · 2004 · 77 citations

Business, Economics, Econometrics +14

Finite Horizon Optimal Investment and Consumption with Transaction Costs

Min Dai, Lishang Jiang, Peifan Li et al. · SIAM Journal on Control and Optimization · 2009 · 71 citations

Business, Economics, Finance +16

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

Xinfu Chen, John Chadam, Lishang Jiang et al. · Mathematical Finance · 2007 · 67 citations

Business, Economics, Finance +13