| Optimal mean reversion trading with transaction costs and stop-loss exit T Leung, X Li International Journal of Theoretical and Applied Finance 18 (03), 1550020, 2015 | 118 | 2015 |
| Accounting for risk aversion, vesting, job termination risk and multiple exercises in valuation of employee stock options T Leung, R Sircar Mathematical Finance: An International Journal of Mathematics, Statistics …, 2009 | 98 | 2009 |
| Optimal mean reversion trading: Mathematical analysis and practical applications TS Leung, X Li World Scientific, 2015 | 79 | 2015 |
| Constructing cointegrated cryptocurrency portfolios for statistical arbitrage T Leung, H Nguyen Studies in Economics and Finance 36 (4), 581-599, 2019 | 57 | 2019 |
| Implied volatility of leveraged ETF options T Leung, R Sircar Applied Mathematical Finance 22 (2), 162-188, 2015 | 48 | 2015 |
| The golden target: Analyzing the tracking performance of leveraged gold ETFs T Leung, B Ward Studies in Economics and Finance 32 (3), 278-297, 2015 | 47 | 2015 |
| Understanding the tracking errors of commodity leveraged ETFs K Guo, T Leung Commodities, energy and environmental finance, 39-63, 2015 | 42 | 2015 |
| Stochastic modeling and fair valuation of drawdown insurance H Zhang, T Leung, O Hadjiliadis Insurance: Mathematics and Economics 53 (3), 840-850, 2013 | 40 | 2013 |
| An optimal multiple stopping approach to infrastructure investment decisions E Dahlgren, T Leung Journal of Economic Dynamics and Control 53, 251-267, 2015 | 34 | 2015 |
| Special issue on AI and FinTech: the challenge ahead L Cao, G Yuan, T Leung, W Zhang IEEE intelligent systems 35 (2), 3-6, 2020 | 31 | 2020 |
| Exponential hedging with optimal stopping and application to employee stock option valuation T Leung, R Sircar SIAM Journal on Control and Optimization 48 (3), 1422-1451, 2009 | 31 | 2009 |
| Leveraged ETF implied volatilities from ETF dynamics T Leung, M Lorig, A Pascucci Mathematical Finance 27 (4), 1035-1068, 2017 | 30 | 2017 |
| Optimal multiple trading times under the exponential OU model with transaction costs T Leung, X Li, Z Wang Stochastic Models 31 (4), 554-587, 2015 | 30 | 2015 |
| Optimal static quadratic hedging T Leung, M Lorig Quantitative Finance 16 (9), 1341-1355, 2016 | 27 | 2016 |
| Speculative futures trading under mean reversion T Leung, J Li, X Li, Z Wang Asia-Pacific Financial Markets 23, 281-304, 2016 | 26 | 2016 |
| Optimal timing to purchase options T Leung, M Ludkovski SIAM Journal on Financial Mathematics 2 (1), 768-793, 2011 | 26 | 2011 |
| Credit derivatives and risk aversion T Leung, R Sircar, T Zariphopoulou Econometrics and Risk Management, 275-291, 2008 | 25 | 2008 |
| American step-up and step-down default swaps under Lévy models T Leung, K Yamazaki Quantitative Finance 13 (1), 137-157, 2013 | 24 | 2013 |
| Forward indifference valuation of American options T Leung, R Sircar, T Zariphopoulou Stochastics An International Journal of Probability and Stochastic Processes …, 2012 | 24 | 2012 |
| An analytic recursive method for optimal multiple stopping: Canadization and phase-type fitting T Leung, K Yamazaki, H Zhang International Journal of Theoretical and Applied Finance 18 (05), 1550032, 2015 | 23 | 2015 |
Xin LiColumbia University在 columbia.edu 的电子邮件经过验证
