Likuan Qin

Publication Activity (10 Years)

Years Active: 2016-2018
Publications (10 Years): 2

Top Topics

Statistical Model

Modeling Framework

Experimental Data

Top Venues

Finance Stochastics

Publications

Likuan Qin, Vadim Linetsky
Long-term factorization in Heath-Jarrow-Morton models. Finance Stochastics 22 (3) (2018)
Likuan Qin, Vadim Linetsky
Positive Eigenfunctions of Markovian Pricing Operators: Hansen-Scheinkman Factorization, Ross Recovery, and Long-Term Pricing. Oper. Res. 64 (1) (2016)