The following pages link to Chen-Xu Li (Q311639):
Displaying 12 items.
- Estimating jump-diffusions using closed-form likelihood expansions (Q311641) (← links)
- Maximum-likelihood estimation for diffusion processes via closed-form density expansions (Q366977) (← links)
- Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model (Q1713775) (← links)
- A closed-form expansion approach for pricing discretely monitored variance swaps (Q1785402) (← links)
- Pricing discretely monitored barrier options: when Malliavin calculus expansions meet Hilbert transforms (Q2246590) (← links)
- Pricing and exercising American options: an asymptotic expansion approach (Q2338522) (← links)
- Closed-form implied volatility surfaces for stochastic volatility models with jumps (Q2658792) (← links)
- Bessel processes, stochastic volatility, and timer options (Q2788692) (← links)
- Landau damping of collective mode in a quasi-one-dimensional repulsive Bose-Einstein condensate (Q2913680) (← links)
- Closed-Form Expansion, Conditional Expectation, and Option Valuation (Q5169711) (← links)
- Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models (Q5244869) (← links)
- The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models (Q6626222) (← links)
