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~isPartOf:"Journal of economic dynamics & control"
~person:"Andrés, Javier"
~person:"Li, Chenxu"
~type:"article"
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Volatility
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Andrés, Javier
Li, Chenxu
Branger, Nicole
4
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Journal of economic dynamics & control
European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms
Cai, Ning
;
Li, Chenxu
;
Shi, Chao
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-41
Persistent link: https://www.econbiz.de/10012668507
Saved in:
2
Pricing and exercising American options : an asymptotic expansion approach
Li, Chenxu
;
Ye, Yongxin
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-32
Persistent link: https://www.econbiz.de/10012312643
Saved in:
3
The stabilizing role of government size
Andrés, Javier
;
Doménech, Rafael
;
Fatás, Antonio
- In:
Journal of economic dynamics & control
32
(
2008
)
2
,
pp. 571-593
Persistent link: https://www.econbiz.de/10003642776
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