Items where Author is "Li, Libo"

Article

Gapeev, Pavel V. and Li, Libo (2022) Perpetual American standard and lookback options with event risk and asymmetric information. SIAM Journal on Financial Mathematics, 13 (3). 773 - 801. ISSN 1945-497X

Gapeev, Pavel V. and Li, Libo (2022) Optimal stopping problems for maxima and minima in models with asymmetric information. Stochastics: an International Journal of Probability and Stochastic Processes, 94 (4). 602 - 628. ISSN 1744-2508

Gapeev, Pavel V., Li, Libo and Wu, Zhuoshu (2021) Perpetual American cancellable standard options in models with last passage times. Algorithms, 14 (1). 1 - 11. ISSN 1999-4893