Personal profile
Personal profile
Bachelor of Science, University of Science and Technology of China, 2007Doctor of Philosophy, Purdue University, 2015Instructor, Virginia Commonwealth University 2015-2020Teaching Fellow, Xian Jiaotong-LiverpoolUniversity, since 2021Telephone: +86 (0)512 8897 3066Email: Yankeng.Luo@xjtlu.edu.cnAddress:MB519CDepartmentof Foundational MathematicsXian Jiaotong-LiverpoolUniversity111Renai Road
Research areas
- Mathematical Analysis
- Mathmatics Education
Person Types
- Staff
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Research output
- 2 Article
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Small-time expansions for state-dependent local jump–diffusion models with infinite jump activity
Figueroa-López, J. E. & Luo, Y., Dec 2018, In: Stochastic Processes and their Applications. 128, 12, p. 4207-4245 39 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus) -
Small-time expansions for local jump-diffusion models with infinite jump activity
Figueroa-López, J. E., Luo, Y. & Cheng, O., Aug 2014, In: Bernoulli. 20, 3, p. 1165-1209 45 p.Research output: Contribution to journal › Article › peer-review
Open Access3 Citations (Scopus)