Liming Feng

609 total citations
22 papers, 458 citations indexed

About

Liming Feng is a scholar working on Finance, Computational Theory and Mathematics and Numerical Analysis. According to data from OpenAlex, Liming Feng has authored 22 papers receiving a total of 458 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 7 papers in Computational Theory and Mathematics and 6 papers in Numerical Analysis. Recurrent topics in Liming Feng's work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (7 papers) and Mathematical Biology Tumor Growth (3 papers). Liming Feng is often cited by papers focused on Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (7 papers) and Mathematical Biology Tumor Growth (3 papers). Liming Feng collaborates with scholars based in United States, China and Mexico. Liming Feng's co-authors include Vadim Linetsky, Lin Xiong, Jorge Nocedal, Jian Liu, José Luis Morales, Jiming Peng, Daniel P. Robinson, Jong‐Shi Pang, Renming Song and Pingping Jiang and has published in prestigious journals such as European Journal of Operational Research, Operations Research and Physica A Statistical Mechanics and its Applications.

In The Last Decade

Liming Feng

20 papers receiving 424 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Liming Feng United States 9 407 77 73 67 56 22 458
Ekaterina Voltchkova France 5 355 0.9× 127 1.6× 67 0.9× 54 0.8× 42 0.8× 6 429
Anis Matoussi France 12 421 1.0× 47 0.6× 74 1.0× 92 1.4× 86 1.5× 36 474
Jean-François Chassagneux France 11 256 0.6× 32 0.4× 42 0.6× 51 0.8× 41 0.7× 27 304
Y. d’Halluin Canada 6 427 1.0× 161 2.1× 101 1.4× 37 0.6× 40 0.7× 7 479
Fabio Antonelli Italy 12 411 1.0× 30 0.4× 90 1.2× 121 1.8× 68 1.2× 23 481
Johan Tysk Sweden 12 252 0.6× 55 0.7× 80 1.1× 21 0.3× 36 0.6× 32 396
Qingshuo Song United States 14 244 0.6× 33 0.4× 79 1.1× 56 0.8× 86 1.5× 48 420
Michèle Vanmaele Belgium 14 347 0.9× 62 0.8× 121 1.7× 112 1.7× 102 1.8× 55 561
Jesper Andreasen Australia 11 782 1.9× 91 1.2× 182 2.5× 142 2.1× 53 0.9× 20 818
Long Jiang China 12 303 0.7× 42 0.5× 40 0.5× 31 0.5× 52 0.9× 43 355

Countries citing papers authored by Liming Feng

Since Specialization
Citations

This map shows the geographic impact of Liming Feng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Liming Feng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Liming Feng more than expected).

Fields of papers citing papers by Liming Feng

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Liming Feng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Liming Feng. The network helps show where Liming Feng may publish in the future.

Co-authorship network of co-authors of Liming Feng

This figure shows the co-authorship network connecting the top 25 collaborators of Liming Feng. A scholar is included among the top collaborators of Liming Feng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Liming Feng. Liming Feng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Liu, Jian & Liming Feng. (2021). Diversity Evolutionary Policy Deep Reinforcement Learning. Computational Intelligence and Neuroscience. 2021(1). 5300189–5300189. 10 indexed citations
2.
Feng, Liming, et al.. (2021). Optimal portfolio execution with a Markov chain approximation approach. IMA Journal of Management Mathematics. 34(1). 165–186. 4 indexed citations
3.
Feng, Liming, Pingping Jiang, & Yongjin Wang. (2019). Constant elasticity of variance models with target zones. Physica A Statistical Mechanics and its Applications. 537. 122702–122702. 2 indexed citations
4.
Feng, Liming, et al.. (2014). Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact. Operations Research. 62(1). 195–206.
5.
Feng, Liming, et al.. (2014). Quadratic finite element and preconditioning methods for options pricing in the SVCJ model. The Journal of Computational Finance. 17(3). 3–30. 5 indexed citations
6.
Robinson, Daniel P., Liming Feng, Jorge Nocedal, & Jong‐Shi Pang. (2013). Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems. SIAM Journal on Optimization. 23(3). 1371–1397. 11 indexed citations
7.
Feng, Liming & Lin Xiong. (2013). Pricing Bermudan Options in Lévy Process Models. SIAM Journal on Financial Mathematics. 4(1). 474–493. 16 indexed citations
8.
Feng, Liming & Lin Xiong. (2013). Inverting Analytic Characteristic Functions and Financial Applications. SIAM Journal on Financial Mathematics. 4(1). 372–398. 32 indexed citations
9.
Feng, Liming, et al.. (2012). Simulating Lévy Processes from Their Characteristic Functions and Financial Applications. ACM Transactions on Modeling and Computer Simulation. 22(3). 1–26. 1 indexed citations
10.
Feng, Liming, et al.. (2011). On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process. Journal of Applied Probability. 48(4). 1021–1034. 3 indexed citations
11.
Pang, Hong‐Kui, et al.. (2011). Quadratic Finite Element and Preconditioning for Options Pricing in the SVCJ Model. SSRN Electronic Journal. 1 indexed citations
12.
Feng, Liming, et al.. (2011). On the Monitoring Error of the Supremum of a Normal Jump Diffusion Process. Journal of Applied Probability. 48(4). 1021–1034. 2 indexed citations
13.
Feng, Liming, Vadim Linetsky, José Luis Morales, & Jorge Nocedal. (2010). On the Solution of Complementarity Problems Arising in American Options Pricing. SSRN Electronic Journal. 2 indexed citations
14.
Feng, Liming, Vadim Linetsky, José Luis Morales, & Jorge Nocedal. (2010). On the solution of complementarity problems arising in American options pricing. Optimization methods & software. 26(4-5). 813–825. 18 indexed citations
15.
Feng, Liming, Vadim Linetsky, José L. Morales, et al.. (2009). An Algorithm for Linear Complementarity and its Application in American Options Pricing. AIP conference proceedings. 1400–1402. 1 indexed citations
16.
Feng, Liming & Vadim Linetsky. (2009). Computing exponential moments of the discrete maximum of a Lévy process and lookback options. Finance and Stochastics. 13(4). 501–529. 53 indexed citations
17.
Feng, Liming & Vadim Linetsky. (2008). Computing Exponential Moments of the Discrete Maximum of a Levy Process and Lookback Options. SSRN Electronic Journal. 6 indexed citations
18.
Feng, Liming & Vadim Linetsky. (2008). PRICING DISCRETELY MONITORED BARRIER OPTIONS AND DEFAULTABLE BONDS IN LÉVY PROCESS MODELS: A FAST HILBERT TRANSFORM APPROACH. Mathematical Finance. 18(3). 337–384. 145 indexed citations
19.
Feng, Liming & Vadim Linetsky. (2007). Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. SSRN Electronic Journal. 10 indexed citations
20.
Feng, Liming & Vadim Linetsky. (2007). Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. Operations Research. 56(2). 304–325. 124 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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