Xiong Lin

According to our database, Xiong Lin authored at least 4 papers between 2011 and 2013.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2013

Pricing Bermudan Options in Lévy Process Models.

Liming Feng, Xiong Lin

SIAM J. Financial Math., 2013

Inverting Analytic Characteristic Functions and Financial Applications.

Liming Feng, Xiong Lin

SIAM J. Financial Math., 2013

2012

Simulating Lévy Processes from Their Characteristic Functions and Financial Applications.

Zisheng Chen, Liming Feng, Xiong Lin

ACM Trans. Model. Comput. Simul., 2012

2011

Inverse transform method for simulating Levy processes and discrete Asian options pricing.

Zisheng Chen, Liming Feng, Xiong Lin

Proceedings of the Winter Simulation Conference 2011, 2011