Items where Author is "Li, Libo"

Number of items: 3.
  • Perpetual American standard and lookback options with event risk and asymmetric information. (2022) Gapeev, Pavel V.; Li, Libo picture_as_pdf
  • Perpetual American cancellable standard options in models with last passage times. (2021) Gapeev, Pavel V.; Li, Libo; Wu, Zhuoshu picture_as_pdf
  • Optimal stopping problems for maxima and minima in models with asymmetric information. Gapeev, Pavel V.; Li, Libo picture_as_pdf