Nien-Lin Liu

The Fourier estimation method with positive semi-definite estimators

M. E. Mancino, J. Akahori, Nien-Lin Liu, 2014, 1410.0112.

MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS

Tai-Ho Wang, L. Arguin, Nien-Lin Liu, 2017, International Journal of Theoretical and Applied Finance.

L 2-convergence rate for the discretization error of functions of Lévy process

A. Makhlouf, Nien-Lin Liu, T. Amaba, 2020, Stochastics.