Lingfei Li

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-1761-3458

Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Hong Kong, China

Publications

• Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior — Operations Research 2019
• Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach — Operations Research 2013