Ruoting Gong

activity

20092023

most citedSmall-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps

22 citations · 55 across the 16 of their papers we have counts for

collaborators

Showing 2015Show all

3 papers · 1 filter

math.PR2015★ 5 cited

A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words

Ruoting Gong, Christian Houdré, Ümit Işlak

Let $X_{n}^{(1)}, \dots, X_{n}^{(m)}$ , where $X_{n}^{(i)} = (X_{1}^{(i)}, \dots, X_{n}^{(i)})$ , $i = 1, \dots, m$ , be $m$ independent sequences of independent a…

math.PR2015

Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions

Paul M. N. Feehan, Ruoting Gong, Jian Song

We prove Feynman-Kac formulas for solutions to elliptic and parabolic boundary value and obstacle problems associated with a general Markov diffusion process. Our diffusion model c…

math.PR2015★ 4 cited

Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences

Ruoting Gong, Christian Houdré, Jüri Lember

We present a general approach to the problem of determining tight asymptotic lower bounds for generalized central moments of the optimal alignment score of two independent sequence…