Nien-Lin Liu

Identifiers

• name variant Nien-Lin Liu 0.60 · backfill

Papers (3)

1. Most-likely-path in Asian option pricing under local volatility models q-fin.CP · 2017 · author #2
2. The Fourier estimation method with positive semi-definite estimators q-fin.ST · 2014 · author #2
3. Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis q-fin.ST · 2014 · author #1

Mentions

• 1410.0112 #2 · backfill · confidence 0.70 Nien-Lin Liu
• 1409.2214 #1 · backfill · confidence 0.70 Nien-Lin Liu

Frequent Coauthors

• Hoang-Long Ngo 1 shared papers
• Jir\^o Akahori 1 shared papers
• Louis-Pierre Arguin 1 shared papers
• Maria Elvira Mancino 1 shared papers
• Tai-Ho Wang 1 shared papers
• Yukie Yasuda 1 shared papers