Li, Luting

Number of items: 2.
Article
  • Dassios, Angelos, Li, Luting (2020). Explicit asymptotic on first passage times of diffusion processes. Advances in Applied Probability, 52(2). picture_as_pdf
    • Thesis
  • Li, Luting (2019). First passage times of diffusion processes and their applications to finance [Doctoral thesis]. London School of Economics and Political Science.