| Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps JE Figueroa-López, R Gong, C Houdré Stochastic Processes and their Applications 122 (4), 1808-1839, 2012 | 32 | 2012 |
| High‐Order Short‐Time Expansions for ATM Option Prices of Exponential Lévy Models JE Figueroa‐López, R Gong, C Houdré Mathematical Finance 26 (3), 516-557, 2016 | 22 | 2016 |
| On the fairness performance of NOMA-based wireless powered communication networks Y Liu, X Chen, LX Cai, Q Chen, R Gong, D Tang ICC 2019-2019 IEEE International Conference on Communications (ICC), 1-6, 2019 | 14 | 2019 |
| Trajectory fitting estimators for SPDEs driven by additive noise I Cialenco, R Gong, Y Huang Statistical Inference for Stochastic Processes 21, 1-19, 2018 | 13 | 2018 |
| Lower bounds on the generalized central moments of the optimal alignments score of random sequences R Gong, C Houdré, J Lember Journal of Theoretical Probability 31, 643-683, 2018 | 11 | 2018 |
| Bayesian estimations for diagonalizable bilinear SPDEs Ziteng Cheng, Igor Cialenco, Ruoting Gong Stochastic Processes and their Applications 130 (2), 845-877, 2020 | 9 | 2020 |
| Third-order short-time expansions for close-to-the-money option prices under the CGMY model JE Figueroa-López, R Gong, C Houdré Applied Mathematical Finance 24 (6), 547-574, 2017 | 7 | 2017 |
| A central limit theorem for the optimal alignments score in multiple random words R Gong, C Houdré, Ü Işlak arXiv preprint arXiv:1512.05699, 2015 | 7 | 2015 |
| Estimation of Tempered Stable Lévy Models of Infinite Variation José E. Figueroa-López, Ruoting Gong, Yuchen Han Methodology and Computing in Applied Probability 24 (2), 713-747, 2022 | 6 | 2022 |
| Short-time expansions for call options on leveraged ETFs under exponential Lévy models with local volatility JE Figueroa-López, R Gong, M Lorig SIAM Journal on Financial Mathematics 9 (1), 347-380, 2018 | 6 | 2018 |
| Wiener-Hopf Factorization for Time-Inhomogeneous Markov Chains and Its Application Tomasz R. Bielecki, Igor Cialenco, Ruoting Gong, Yicong Huang Probability and Mathematical Statistics 40 (2), 225 – 244, 2020 | 5* | 2020 |
| Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations R Gong, C Mou, A Święch The Annals of Applied Probability 29 (6), 3271-3310, 2019 | 5 | 2019 |
| Feynman-Kac formulas for solutions to degenerate elliptic and parabolic boundary-value and obstacle problems with Dirichlet boundary conditions P Feehan, R Gong, J Song arXiv preprint arXiv:1509.03864, 2015 | 5 | 2015 |
| High-order short-time expansions for ATM option prices under the CGMY model JE Figueroa-López, R Gong, C Houdré arXiv preprint arXiv:1112.3111, 2011 | 4 | 2011 |
| A stochastic geometry analysis of energy harvesting in large scale wireless networks Z Chen, Z Chen, LX Cai, Y Cheng, R Gong 2018 IEEE International Conference on Internet of Things (iThings) and IEEE …, 2018 | 3 | 2018 |
| Stochastic Representations for Solutions to Nonlocal Bellman Equations R Gong, C Mou, A Swiech arXiv preprint arXiv:1709.00193, 2017 | 3 | 2017 |
| Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains Tomasz R. Bielecki, Ziteng Cheng, Igor Cialenco, Ruoting Gong Stochastics 93 (1), 130-166, 2021 | 2 | 2021 |
| The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain TR Bielecki, Z Cheng, R Gong arXiv preprint arXiv:2307.01347, 2023 | | 2023 |
| Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility Tomasz R. Bielecki, Ziteng Cheng, Ruoting Gong Stochastic Processes and their Applications 156, 246-290, 2023 | | 2023 |
| Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential L\'evy models With Local Volatility R Gong, M Lorig arXiv. org Papers, 2017 | | 2017 |
Jose E Figueroa LopezDepartment of Mathematics and Statistics, Washington University in St. LouisVerified email at wustl.edu
