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~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Chenxu"
~person:"Liu, Xiaochun"
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Li, Chenxu
Liu, Xiaochun
Branger, Nicole
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European journal of operational research : EJOR
Journal of economic dynamics & control
Applied economics letters
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ECONIS (ZBW)
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1
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
On fiscal and monetary policy-induced macroeconomic volatility dynamics
Liu, Xiaochun
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668875
Saved in:
3
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:
4
A new approach to risk-return trade-off dynamics via decomposition
Frazier, David T.
;
Liu, Xiaochun
- In:
Journal of economic dynamics & control
62
(
2016
),
pp. 43-55
Persistent link: https://www.econbiz.de/10011708149
Saved in:
5
Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model
Li, Chenxu
;
Wu, Linjia
- In:
European journal of operational research : EJOR
275
(
2019
)
2
,
pp. 768-779
Persistent link: https://www.econbiz.de/10011993586
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