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• Author = Li L     [web profile page]

1. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu, Marek Rutkowski: Penalization schemes for BSDEs and reflected BSDEs with generalized driver, Probability, Uncertainty and Quantitative Risk, 9 (2024), no. 3, 301–338.

2. Aksamit A, Li L, Rutkowski M
Anna Aksamit, Libo Li, Marek Rutkowski: Generalized BSDE and reflected BSDE with random time horizon, Electronic Journal of Probability, 28, Open Access (2023), Article 40 (1–41).

3. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski: Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs, (2023), preprint.

4. Li L, Liu R, Rutkowski M
Libo Li, Ruyi Liu and Marek Rutkowski: Vulnerable European and American Options in a Market Model with Optional Hazard Process, (2023), preprint.

5. Li L, Rutkowski M
Libo Li and Marek Rutkowski: Admissibility of generic market models of forward swap rates, Mathematical Finance, 24 (2014), no. 4, 728–761. MR3274930

6. Li L, Rutkowski M
Libo Li and Marek Rutkowski: Progressive Enlargements of Filtrations with Pseudo-Honest Times, The Annals of Applied Probability, 24 (2014), no. 4, 1509–1533.

7. Li L, Rutkowski M
Libo Li and Marek Rutkowski: Random times and multiplicative systems, Stochastic Processes and their Applications, 122 (2012), no. 5, 2053–2077. MR2921972

8. Li L, Rutkowski M
Libo Li and Marek Rutkowski: Market Models of Forward CDS Spreads, Progress in Probability, 65 (2011), 361–411.

9. Gapeev PV, Jeanblanc M, Li L, Rutkowski M
Pavel V. Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski: Constructing Random Times with Given Survival Processes and Applications to Valuation of Credit Derivatives, Contemporary Quantitative Finance, Quantitative Methods In Finance, C. Chiarella and A. Novikov (eds.), Springer-Verlag, Berlin Heidelberg New York, (2010), 255. ISBN 978-3-642-03478-7.

10. Gapeev PB, Jeanblanc M, Li L, Rutkowski M
Pavel B Gapeev, Monique Jeanblanc, Libo Li and Marek Rutkowski: Constructing random times with given survival processes and applications to valuation of credit derivatives, Contemporary quantitative finance, Springer, Berlin, (2010), 423. ISBN 978-3-642-03479-4.