Liming Feng

	2011
2		Liming Feng, Vadim Linetsky, José Luis Morales, Jorge Nocedal: On the solution of complementarity problems arising in American options pricing. Optimization Methods and Software 26(4-5): 813-825 (2011)
	2008
1		Liming Feng, Vadim Linetsky: Pricing Options in Jump-Diffusion Models: An Extrapolation Approach. Operations Research 56(2): 304-325 (2008)

Coauthor Index

1	Vadim Linetsky	[1] [2]
2	José Luis Morales	[2]
3	Jorge Nocedal	[2]

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