papers
Publications (15)
math.ST2019
Bayesian Estimations for Diagonalizable Bilinear SPDEs
Ziteng Cheng, Igor Cialenco, Ruoting Gong
q-fin.MF2017
Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy models With Local Volatility
José E. Figueroa-López, Ruoting Gong, Matthew Lorig
q-fin.CP2012
High-order short-time expansions for ATM option prices under the CGMY model
José E. Figueroa-López, Ruoting Gong, Christian Houdré
math.ST2016
Trajectory Fitting Estimators for SPDEs Driven by Additive Noise
Igor Cialenco, Ruoting Gong, Yicong Huang
math.PR2018
Stochastic Representations for Solutions to Parabolic Dirichlet Problems for Nonlocal Bellman Equations
Ruoting Gong, Chenchen Mou, Andrzej Swiech
math.PR2016
A Central Limit Theorem for the Optimal Alignments Score in Multiple Random Words
Ruoting Gong, Christian Houdré, Ãmit IÅlak
cs.NI2018
A Stochastic Geometry Analysis of Energy Harvesting in Large Scale Wireless Networks
Ziru Chen, Zhao Chen, Lin X. Cai +2
q-fin.PR2017
Third-Order Short-Time Expansions for Close-to-the-Money Option Prices under the CGMY Model
José E. Figueroa-López, Ruoting Gong, Christian Houdré
math.PR2018
Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application
Tomasz R. Bielecki, Igor Cialenco, Ruoting Gong +1
math.PR2017
A Viscosity Approach to a Stochastic Control Problem on a Bounded Domain
Ruoting Gong, Christian Houdré
math.PR2016
Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences
Ruoting Gong, Christian Houdré, Jüri Lember
math.PR2015
Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions
Paul M. N. Feehan, Ruoting Gong, Jian Song
math.PR2019
Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains
Tomasz R. Bielecki, Ziteng Cheng, Igor Cialenco +1
cs.IT2019
On the Fairness Performance of NOMA-based Wireless Powered Communication Networks
Yong Liu, Xuehan Chen, Lin X. Cai +3
q-fin.PR2014
High-order short-time expansions for ATM option prices of exponential Lévy models
José E. Figueroa-López, Ruoting Gong, Christian Houdré