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Ruoting Gong

Illinois Institute of Technology (from arXiv:2101.00565, 2021) · ORCID · OpenAlex

12 papers in scope · 12 published · 1 on the econ.EM arXiv · 85 citations · h-index 5 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

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  4. José E. Figueroa-López
  5. Qiang Liu
  6. Jincheng Pang
  7. Bei Wu
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  9. Zhi Liu
  10. Zhou Wang
  11. Hanchao Wang
  12. Ruijun Bu
  13. Carsten Chong
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  15. Haoxuan Zhang
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Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 12)

The two-sided exit problem for an additive functional of a time-inhomogeneous Markov chain
published2025 · Stochastics · first circulated 2023
with Tomasz R. Bielecki, Ziteng Cheng
Stochastics
Wiener–Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility
published2022 · Stochastic Processes and their Applications · first circulated 2020
with Tomasz R. Bielecki, Ziteng Cheng
Stochastic Processes and their Applications
Estimation of Tempered Stable Lévy Models of Infinite Variation
published2022 · Methodology And Computing In Applied Probability · 4 citations · first circulated 2021
with José E. Figueroa-López, Yuchen Han
Paper profile Methodology And Computing In Applied Probability arXiv:2101.00565
Wiener-Hopf factorization technique for time-inhomogeneous finite Markov chains
published2020 · Stochastics · 4 citations · first circulated 2018
with Tomasz R. Bielecki, Ziteng Cheng, Igor Cialenco, Yicong Huang
Stochastics
Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations
published2019 · The Annals of Applied Probability · 4 citations · first circulated 2017
with Chenchen Mou, Andrzej Święch
The Annals of Applied Probability
Bayesian estimations for diagonalizable bilinear SPDEs
published2019 · Stochastic Processes and their Applications · 8 citations · first circulated 2018
with Ziteng Cheng, Igor Cialenco
Stochastic Processes and their Applications
Short-Time Expansions for Call Options on Leveraged ETFs Under Exponential Lévy Models with Local Volatility
published2018 · SIAM Journal on Financial Mathematics · first circulated 2016
with José E. Figueroa-López, Matthew Lorig
SIAM Journal on Financial Mathematics
Third-order short-time expansions for close-to-the-money option prices under the CGMY model
published2017 · Applied Mathematical Finance · 4 citations · first circulated 2013
with José E. Figueroa-López, Christian Houdré
Applied Mathematical Finance
Lower Bounds on the Generalized Central Moments of the Optimal Alignments Score of Random Sequences
published2016 · Journal of Theoretical Probability · 8 citations · first circulated 2015
with Christian Houdré, Jüri Lember
Journal of Theoretical Probability
Trajectory fitting estimators for SPDEs driven by additive noise
published2016 · Statistical Inference for Stochastic Processes · 12 citations
with Igor Cialenco, Yicong Huang
Statistical Inference for Stochastic Processes
HIGH‐ORDER SHORT‐TIME EXPANSIONS FOR ATM OPTION PRICES OF EXPONENTIAL LÉVY MODELS
published2014 · Mathematical Finance · 19 citations · first circulated 2012
with José E. Figueroa-López, Christian Houdré, Christian Houdr
Mathematical Finance
Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps
published2012 · Stochastic Processes and their Applications · 22 citations · first circulated 2010
with José E. Figueroa-López, Christian Houdré
Stochastic Processes and their Applications

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.