Concepedia

Lishang Jiang

LJ

24

Publications

788

Citations

16

H-Index

1983

Active since

Affiliations

Tongji University(Current)

Peking University

South China Normal University

National University of Singapore

Czech Academy of Sciences, Institute of Mathematics

Lishang Jiang is an author at Tongji University specializing in option pricing, engineering, and business.

Top concepts

Publications per year

1983–2012

24

Publications

24

Optimal control of a phase field model for solidification

Karl-Heinz Hoffman, Lishang Jiang · Numerical Functional Analysis and Optimization · 1992 · 85 citations

A new well-posed algorithm to recover implied local volatility

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

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

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

, , +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 · 68 citations

, , +12

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

, , +3

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