| Constructing random times with given survival processes and applications to valuation of credit derivatives PV Gapeev, M Jeanblanc, L Li, M Rutkowski Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, 255-280, 2010 | 39 | 2010 |
| Random times and multiplicative systems L Li, M Rutkowski Stochastic Processes and their Applications, 2012 | 28* | 2012 |
| Progressive enlargements of filtrations with pseudo-honest times L Li, M Rutkowski | 27* | 2014 |
| A closer look at the Russian roulette problem: A re-examination of the nonlinearity of the prospect theory’s decision weight π LB Li, SH He, S Li, JH Xu, LL Rao International Journal of Approximate Reasoning 50 (3), 515-520, 2009 | 20 | 2009 |
| Characteristics and constructions of default times M Jeanblanc, L Li SIAM Journal on Financial Mathematics 11 (3), 720-749, 2020 | 17 | 2020 |
| Integration by parts formula for killed processes: a point of view from approximation theory N Frikha, A Kohatsu-Higa, L Li | 15 | 2019 |
| Projections, pseudo-stopping times and the immersion property A Aksamit, L Li Séminaire de Probabilités XLVIII, 459-467, 2016 | 15 | 2016 |
| Do shared features of offered alternatives have an effect in consumer choice? S Li, R Zheng, LB Li Journal of Economic Psychology 28 (6), 658-677, 2007 | 12 | 2007 |
| Weak uniqueness and density estimates for SDEs with coefficients depending on some path-functionals N Frikha, L Li | 11 | 2020 |
| On a positivity preserving numerical scheme for jump-extended CIR process: the alpha-stable case L Li, D Taguchi BIT Numerical Mathematics 59, 747-774, 2019 | 11 | 2019 |
| Well-posedness and approximation of some one-dimensional Lévy-driven non-linear SDEs N Frikha, L Li Stochastic Processes and their Applications 132, 76-107, 2021 | 10 | 2021 |
| Perpetual American cancellable standard options in models with last passage times PV Gapeev, L Li, Z Wu Algorithms 14 (1), 3, 2020 | 10 | 2020 |
| Regularity of the density of a stable-like driven SDE with Hölder continuous coefficients A Kohatsu-Higa, L Li Stochastic Analysis and Applications 34 (6), 979-1024, 2016 | 10 | 2016 |
| On the Euler–Maruyama scheme for spectrally one-sided Lévy driven SDEs with Hölder continuous coefficients L Li, D Taguchi Statistics & Probability Letters 146, 15-26, 2019 | 9 | 2019 |
| An enlargement of filtration formula with applications to multiple non-ordered default times M Jeanblanc, L Li, S Song Finance and Stochastics 22 (1), 205-240, 2018 | 6* | 2018 |
| On the first hitting times of one dimensional elliptic diffusions N Frikha, A Kohatsu-Higa, L Li arXiv preprint arXiv:1609.09327, 2016 | 6 | 2016 |
| Market models of forward CDS spreads L Li, M Rutkowski Stochastic Analysis with Financial Applications: Hong Kong 2009, 361-411, 2011 | 5 | 2011 |
| Generalized BSDEs with random time horizon in a progressively enlarged filtration A Aksamit, L Li, M Rutkowski arXiv preprint arXiv:2105.06654, 2021 | 3 | 2021 |
| Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs L Li, R Liu, M Rutkowski arXiv preprint arXiv:2212.12854, 2022 | 2 | 2022 |
| The American put option with a random time horizon Z Wu, L Li arXiv preprint arXiv:2211.13918, 2022 | 2 | 2022 |
