Lishang Jiang

Publication Activity (10 Years)

Years Active: 2004-2016
Publications (10 Years): 1

Top Topics

Mathematical Modeling

Top Venues

Oper. Res. Lett.

SIAM J. Appl. Math.

Publications

Xuemin Ren, Lishang Jiang
Mathematical modeling and analysis of insolvency contagion in an interbank network. Oper. Res. Lett. 44 (6) (2016)
Jin Liang, Ming Yang, Lishang Jiang
A Closed-Form Solution for the Exercise Strategy in a Real Options Model with a Jump-Diffusion Process. SIAM J. Appl. Math. 73 (1) (2013)
Baojun Bian, Min Dai, Lishang Jiang, Qing Zhang, Yifei Zhong
Optimal Decision for Selling an Illiquid Stock. J. Optim. Theory Appl. 151 (2) (2011)
Jin Liang, Bei Hu, Lishang Jiang
Optimal Convergence Rate of the Binomial Tree Scheme for American Options with Jump Diffusion and Their Free Boundaries. SIAM J. Financial Math. 1 (1) (2010)
Harry Zheng, Lishang Jiang
Basket CDS pricing with interacting intensities. Finance Stochastics 13 (3) (2009)
Min Dai, Lishang Jiang, Peifan Li, Fahuai Yi
Finite Horizon Optimal Investment and Consumption with Transaction Costs. SIAM J. Control. Optim. 48 (2) (2009)
Jin Liang, Bei Hu, Lishang Jiang, Baojun Bian
On the rate of convergence of the binomial tree scheme for American options. Numerische Mathematik 107 (2) (2007)
Xiao-song Qian, Cheng-long Xu, Lishang Jiang, Baojun Bian
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model. SIAM J. Numer. Anal. 42 (5) (2005)
Lishang Jiang, Min Dai
Convergence of Binomial Tree Methods for European/American Path-Dependent Options. SIAM J. Numer. Anal. 42 (3) (2004)