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~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Chenxu"
~person:"Liu, Xiaochun"
~subject:"Option pricing theory"
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Option pricing theory
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Li, Chenxu
Liu, Xiaochun
Branger, Nicole
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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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Operations research letters
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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
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