Liming Feng

609 citations
22 papers · 458 indexed · h-index 9
Topics
Stochastic processes and financial applications (19 papers)Financial Risk and Volatility Modeling (7 papers)Mathematical Biology Tumor Growth (3 papers)
Partner nations
United StatesChinaMexico

In The Last Decade

Liming Feng

20 papers receiving 424 citations

Peers

Liming Feng
Comparison fields: 5 of 40
  • Finance 407
  • Numerical Analysis 77
  • Economics and Econometrics 73
  • Demography 67
  • Management Science and Operations Research 56
Replace Michèle Vanmaele with:
Michèle Vanmaele Belgium
Ekaterina Voltchkova France
Y. d’Halluin Canada
Fabio Antonelli Italy
Jesper Andreasen Australia
Johan Tysk Sweden
R. Zvan Canada
Idris Kharroubi France
Roger Lord Netherlands
Arturo Kohatsu‐Higa Japan
Liming Feng relative to Michèle Vanmaele Belgium Michèle Vanmaele's profile →
Citations per field
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Citations per year

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
#WorkIndexed citations
1 10
2 4
3 2
4 0
5 5
6 11
7 16
8 32
9 1
10 3
11
Quadratic Finite Element and Preconditioning for Options Pricing in the SVCJ Model
1
12 2
13
On the Solution of Complementarity Problems Arising in American Options Pricing
2
14 18
15 1
16 53
17
Computing Exponential Moments of the Discrete Maximum of a Levy Process and Lookback Options
6
18 145
19
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach
10
20 124

About Liming Feng

Liming Feng is a scholar working on Finance, Numerical Analysis and Modeling and Simulation, having authored 22 papers that have together received 458 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (19 papers), Financial Risk and Volatility Modeling (7 papers) and Mathematical Biology Tumor Growth (3 papers). The work is most often cited by research in Finance (407 citations), Numerical Analysis (77 citations) and Demography (67 citations). Liming Feng has collaborated with scholars based in United States, China and Mexico. Frequent 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. Their work appears in journals such as European Journal of Operational Research, Operations Research and Physica A Statistical Mechanics and its Applications.

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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