Lingjiong Zhu

Florida State University

Tallahasse, FL 32306

United States

SCHOLARLY PAPERS

19

DOWNLOADS
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Top 30,840

in Total Papers Downloads

3,102

SSRN CITATIONS
Rank 37,579

SSRN RANKINGS

Top 37,579

in Total Papers Citations

5

CROSSREF CITATIONS

21

Scholarly Papers (19)

1.

What is the volatility of an Asian option?

Risk, May 2021 Issue, 74-79
Number of pages: 16 Posted: 08 Jul 2021 Last Revised: 21 Jul 2021
Dan Pirjol and Lingjiong Zhu
Stevens Institute of Technology and Florida State University
Downloads 584 (87,904)

Abstract:

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Asian options, implied volatility, approximation, short maturity

2.

Detecting Arbitrage in the Foreign Exchange Market

Stevens Institute of Technology School of Business Research Paper
Number of pages: 24 Posted: 05 May 2018
Stevens Institute of Technology - School of Business, Stevens Institute of Technology - School of Business, Stevens Institute of Technology and Florida State University
Downloads 418 (131,639)
Citation 2

Abstract:

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Foreign Exchange, Toxic Arbitrage, Triangular Arbitrage, Perron-Frobenius Theorem

3.

Delivering Multi-Specialty Care via On-Demand Telemedicine Platforms

Number of pages: 47 Posted: 12 Nov 2019 Last Revised: 01 Sep 2021
Sergei Savin, Yuqian Xu and Lingjiong Zhu
University of Pennsylvania - Operations, Information and Decisions Department, University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Florida State University
Downloads 411 (134,226)
Citation 2

Abstract:

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telemedicine, healthcare, demand interaction, online platforms

4.

Operational Risk Management: Preventive vs. Corrective Control

Number of pages: 39 Posted: 20 Dec 2017
Yuqian Xu, Lingjiong Zhu and Michael Pinedo
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, Florida State University and New York University (NYU) - Leonard N. Stern School of Business
Downloads 405 (136,467)

Abstract:

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operational risk, stochastic control, jump process, investment

5.

Technology Adoption: The Impact of Employee Incentives

Number of pages: 37 Posted: 24 Sep 2019 Last Revised: 28 May 2021
Yuqian Xu and Lingjiong Zhu
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Florida State University
Downloads 263 (216,403)

Abstract:

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optimal stopping time, Stackelberg game, technology adoption, incentive, wage

6.

A Reduced-Form Model for Level-1 Limit Order Books

Number of pages: 30 Posted: 31 Aug 2015 Last Revised: 20 Oct 2015
Tzu-Wei Yang and Lingjiong Zhu
University of Minnesota - Twin Cities - School of Mathematics and Florida State University
Downloads 206 (273,605)
Citation 2

Abstract:

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limit order books, data analysis, reduced form models, diffusion approximations

7.

Dynamics of Order Positions and Related Queues in a Limit Order Book

Number of pages: 42 Posted: 20 May 2015 Last Revised: 14 Oct 2015
Xin Guo, Zhao Ruan and Lingjiong Zhu
University of California, Berkeley - Department of Industrial Engineering and Operations Research, University of California, Berkeley and Florida State University
Downloads 205 (274,860)
Citation 5

Abstract:

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Limit Order Book, Order Position, Queue Length, Fluid Limit, Functional Central Limit Theorems, Large Deviations

8.

Semi-explicit Optimal Pricing for Consumer Choice Models with Network Effects

Stevens Institute of Technology School of Business Research Paper
Number of pages: 25 Posted: 27 Dec 2016 Last Revised: 30 Oct 2019
Zhenyu Cui and Lingjiong Zhu
Stevens Institute of Technology - School of Business and Florida State University
Downloads 152 (357,065)

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Pricing, Choice Models, Multinomial Logit Choice, Network Effects, Revenue Management

9.

Transform Analysis for Markov Processes and Applications: An Operator-based Approach

Stevens Institute of Technology School of Business Research Paper
Number of pages: 27 Posted: 07 Mar 2019
Zhenyu Cui, Chihoon Lee, Yanchu Liu and Lingjiong Zhu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Lingnan (University) College, Sun Yat-sen University, Guangzhou, China. and Florida State University
Downloads 119 (431,825)
Citation 2

Abstract:

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Transform analysis, Asset pricing, Occupation time, Markov Process, Finance

10.

Approximate Variational Estimation for a Model of Network Formation

Number of pages: 51 Posted: 02 Feb 2017 Last Revised: 06 Apr 2019
Angelo Mele and Lingjiong Zhu
Johns Hopkins University - Carey Business School and Florida State University
Downloads 80 (563,208)
Citation 10

Abstract:

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Networks, Microeconometrics, Large networks, Variational Inference, Large deviations, Graph limits, Mean-Field Approximations

11.

Optimal Investment in a Dual Risk Model

Number of pages: 32 Posted: 18 Oct 2015
Arash Fahim and Lingjiong Zhu
Florida State University - Department of Mathematics and Florida State University
Downloads 76 (580,147)
Citation 2

Abstract:

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dual risk model, minimizing ruin probability, optimal investment

12.

On the Optimal Design of the Randomized Unbiased Monte Carlo Estimators

Stevens Institute of Technology School of Business Research Paper
Number of pages: 26 Posted: 01 May 2019
Zhenyu Cui, Chihoon Lee, Lingjiong Zhu and Yunfan Zhu
Stevens Institute of Technology - School of Business, Stevens Institute of Technology, Florida State University and Stevens Institute of Technology - School of Business
Downloads 61 (651,715)
Citation 1

Abstract:

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simulation optimization, complexity, unbiased estimato, stochastic model applications

13.

A State-Dependent Dual Risk Model

Number of pages: 20 Posted: 18 Oct 2015
Lingjiong Zhu
Florida State University
Downloads 44 (753,789)
Citation 2

Abstract:

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dual risk model, state-dependent, ruin probability

14.

Optimal Unbiased Estimation for Expected Cumulative Cost

Stevens Institute of Technology School of Business Research Paper
Number of pages: 13 Posted: 30 Apr 2018
Zhenyu Cui, Michael Fu, Yijie Peng and Lingjiong Zhu
Stevens Institute of Technology - School of Business, University of Maryland - College Park, Peking University and Florida State University
Downloads 39 (789,572)
Citation 1

Abstract:

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unbiased simulation, optimal control, cumulative cost, efficiency of estimator

15.

Asymptotic Analysis for Optimal Dividends in a Dual Risk Model

Number of pages: 23 Posted: 17 Jan 2016
Arash Fahim and Lingjiong Zhu
Florida State University - Department of Mathematics and Florida State University
Downloads 39 (789,572)

Abstract:

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dual risk model, optimal dividends, asymptotic analysis

16.

Network Structures, Audit Policies and the Cost of Security Breaches

Posted: 31 Aug 2023 Last Revised: 07 Sep 2023
Vashkar Ghosh, Anand Paul, Na Zhang and Lingjiong Zhu
University of North Carolina, Greensboro, University of Florida, Warrington College of Business, University of Florida and Florida State University

Abstract:

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security breaches, cost, centralized network, decentralized network, cyclic audit, random audit

17.

A Self- and Mutual-Exciting Model for Discrete-Time Data: Case Study on Online Money Market Fund

Posted: 08 Oct 2020 Last Revised: 05 Sep 2022
Yuqian Xu, Lingjiong Zhu and Haixu Wang
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School, Florida State University and Florida State University

Abstract:

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self-exciting, mutually-exciting, path-dependence, behavioral interdependence, discrete-time, customer behavior

18.

Stocking Under Random Demand and Product Variety: Exact Models and Heuristics

Production and Operations Management, Forthcoming
Posted: 09 Feb 2019 Last Revised: 10 Sep 2023
Vashkar Ghosh, Anand A. Paul and Lingjiong Zhu
University of North Carolina, Greensboro, University of Florida and Florida State University

Abstract:

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Inventory Management, Product Substitution, Horizontal Differentiation, Newsvendor Model, Product Variety

19.

Operational Risk Management: Team-Based Effort and Incentive Bonus

Posted: 25 Jun 2018 Last Revised: 27 Feb 2021
Yuqian Xu and Lingjiong Zhu
University of North Carolina (UNC) at Chapel Hill - Kenan-Flagler Business School and Florida State University

Abstract:

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operational risk, incentive bonus, team, effort