2 papers
math.NT2024
Characterization of self-affine tile digit sets on
Qian Li, Hui Rao
Let be an expanding matrix with integral entries. A fundamental question in the fractal tiling theory is to understand the structure of the digit set $\mathcal{D}\s…
q-fin.PR2023
Option pricing under jump diffusion model
Qian Li, Li Wang
We provide an European option pricing formula written in the form of an infinite series of Black Scholes type terms under double Levy jumps model, where both the interest rate and…