Kailin Ding

Nankai University - School of Mathematical Sciences

Weijin Road #94

Tianjin, 300071

China

  • Nankai University - School of Mathematical Sciences

SCHOLARLY PAPERS

2

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284

SSRN CITATIONS

4

CROSSREF CITATIONS

1

Scholarly Papers (2)

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1.

Simultaneous Two-Dimensional Continuous-Time Markov Chain Approximation of Two-Dimensional Fully Coupled Markov Diffusion Processes

Number of pages: 30 Posted: 10 Oct 2019
Yuejuan Xi, Kailin Ding and Ning Ning
Nankai University, Nankai University - School of Mathematical Sciences and University of Michigan at Ann Arbor
Downloads 152 (329,559)
Citation 3

Abstract:

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Finance, Option Pricing, Two-Dimensional Fully Coupled Markov Diffusion Processes, Continuous-Time Markov Chains

2.

A Markov Chain Approximation Scheme for Option Pricing Under Skew Diffusions

Stevens Institute of Technology School of Business Research Paper
Number of pages: 31 Posted: 25 Jun 2019
Kailin Ding, Zhenyu Cui and Yongjin Wang
Nankai University - School of Mathematical Sciences, Stevens Institute of Technology - School of Business and Nankai University - Business School
Downloads 132 (368,310)
Citation 3

Abstract:

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Skew diffusion, local time, continuous-time Markov chain, option pricing, target zone,psychological barriers