//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of economic dynamics & control"
~person:"Li, Chenxu"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
2
Option trading
2
Optionsgeschäft
2
Optionspreistheorie
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
American option
1
Asymptotic expansion
1
CEV model
1
Discretely monitored barrier options
1
Early exercise boundary
1
Fourier transform
1
Hilbert transforms
1
Jump diffusion models with multifactor stochastic volatility
1
Jumps
1
Malliavin calculus based expansions
1
Stochastic volatility
1
Stochastic volatility models with jumps
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Li, Chenxu
Branger, Nicole
4
Chang, Chien-hung
3
Guo, Bin
3
Leippold, Markus
3
Li, Kai
3
Lin, Yueh-neng
3
Westerhoff, Frank H.
3
Zhang, Jin E.
3
Benati, Luca
2
Cai, Ning
2
Cheng, Jun
2
Coroneo, Laura
2
Cui, Zhenyu
2
Das, Sanjiv R.
2
Driffill, John
2
Elliott, Robert J.
2
Grasselli, Martino
2
He, Xue-zhong
2
Huang, Fuzhe
2
Huber, Jürgen
2
Ibraimi, Meriton
2
Ielpo, Florian
2
Kalev, Petko S.
2
Kim, Bara
2
Kim, Jerim
2
Kirchler, Michael
2
Kollmann, Robert
2
Kozicki, Sharon
2
Li, Lingfei
2
Liu, Xiaochun
2
Ma, Jun
2
Mahayni, Antje
2
Mehra, Rajnish
2
Rodrigues, Paulo Jorge Maurício
2
Schlögl, Erik
2
Thille, Henry
2
Tinsley, Peter A.
2
Vázquez, Jesús
2
Wan, Xiangwei
2
more ...
less ...
Published in...
All
Journal of economic dynamics & control
European journal of operational research : EJOR
1
Journal of econometrics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Operations research letters
1
The review of financial studies
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->