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Luting Li

3 papers hereh-index 326 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • last author2

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.MF1
  • q-fin.RM1

identity via Semantic Scholar / OpenAlex

most citedAn Economic Bubble Model and Its First Passage Time

3 citations · 8 across the 3 of their papers we have counts for

collaborators
Showing math.PRShow all

1 paper · 1 filter

math.PR2018★ 2 cited

Explicit Asymptotics on First Passage Times of Diffusion Processes

Angelos Dassios, Luting Li

We introduce a unified framework for solving first passage times of time-homogeneous diffusion processes. According to the killed version potential theory and the perturbation theo…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.