Xiong Lin

Publication Activity (10 Years)

Years Active: 2011-2013
Publications (10 Years): 0

Top Topics

Business Processes

Multiresolution

Discovering Patterns

Top Venues

SIAM J. Financial Math.

ACM Trans. Model. Comput. Simul.

Publications

Liming Feng, Xiong Lin
Inverting Analytic Characteristic Functions and Financial Applications. SIAM J. Financial Math. 4 (1) (2013)
Liming Feng, Xiong Lin
Pricing Bermudan Options in Lévy Process Models. SIAM J. Financial Math. 4 (1) (2013)
Zisheng Chen, Liming Feng, Xiong Lin
Simulating Lévy Processes from Their Characteristic Functions and Financial Applications. ACM Trans. Model. Comput. Simul. 22 (3) (2012)
Zisheng Chen, Liming Feng, Xiong Lin
Inverse transform method for simulating Levy processes and discrete Asian options pricing. WSC (2011)