Chenxi Liang

Available identifiers

zbMath Open liang.chenxiMaRDI QIDQ252928

List of research outcomes

Publication	Date of Publication	Type
Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect	2016-03-04	Paper
Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility	2014-10-31	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chenxi Liang