Yankeng Luo

Research output

Research output per year 2014 2014 2018 2018

• 2 Article

Research output per year

Research output per year

Search results

• Article

  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 Access
  2 Citations (Scopus)

  

  • Citations
    • Citation Indexes: 2
  • Captures
    • Readers: 5

  see details

  

• 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 Access

  • Order 100%
  • Probability Measure 100%
  • Brownian Motion 50%
  • Tail Probability 50%
  • American Option 50%
  1 Citation (Scopus)

  

  • Citations
    • Citation Indexes: 1
  • Captures
    • Readers: 3

  see details