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~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Chenxu"
~person:"Liu, Xiaochun"
~subject:"Optionsgeschäft"
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Optionsgeschäft
Volatility
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Volatilität
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Estimation
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Option pricing theory
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Option trading
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Optionspreistheorie
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Schätzung
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Stochastic process
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American option
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Business cycle
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CEV model
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Discretely monitored barrier options
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Finanzpolitik
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International financial markets
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Jump diffusion models with multifactor stochastic volatility
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Kapitaleinkommen
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Konjunktur
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Level and volatility shocks
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Malliavin calculus based expansions
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Li, Chenxu
Liu, Xiaochun
Cui, Zhenyu
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Cai, Ning
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Chen, Louisa
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He, Xin-Jiang
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Jondeau, Eric
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Joshi, Mark S.
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Kim, Bara
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Shi, Chao
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Tang, Robert
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Tunaru, Radu
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Valenzuela, Marcela
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Wan, Xiangwei
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Yang, Nian
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Journal of economic dynamics & control
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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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