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Chen, Qiang
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Li, Chen Xu
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Li, Chenxu
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Zheng, Xu
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Journal of econometrics
International journal of production economics
14
Fisher College of Business working paper series
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NBER working paper series
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International journal of production research
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Omega : the international journal of management science
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Annals of operations research ; volume 302, number 1 (July 2021)
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Closed-form implied volatility surfaces for stochastic volatility models with jumps
Aït-Sahalia, Yacine
;
Li, Chenxu
;
Li, Chen Xu
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 364-392
Persistent link: https://www.econbiz.de/10012619431
Saved in:
2
Asymptotically distribution-free tests for the volatility function of a diffusion
Chen, Qiang
;
Zheng, Xu
;
Pan, Zhiyuan
- In:
Journal of econometrics
184
(
2015
)
1
,
pp. 124-144
Persistent link: https://www.econbiz.de/10011326801
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