Chenxu Li

Chenxu Li

Peking University - Beijing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5936627
北京大学
person_outline Chenxu Li's MOST POPULAR ARTICLES
1-) Maximum-likelihood estimation for diffusion processes via closed-form density expansionsC LiThe Annals of Statistics, 1350-1380, 2013962013
2-) Implied stochastic volatility modelsY Aït-Sahalia, C Li, CX LiThe Review of Financial Studies 34 (1), 394-450, 2021482021
3-) Closed-form implied volatility surfaces for stochastic volatility models with jumpsY Aït-Sahalia, C Li, CX LiJournal of Econometrics 222 (1), 364-392, 2021412021
4-) Closed-form expansion, conditional expectation, and option valuationC LiMathematics of Operations Research 39 (2), 487-516, 2014422014
5-) Closed-form expansions of discretely monitored Asian options in diffusion modelsN Cai, C Li, C ShiMathematics of Operations Research 39 (3), 789-822, 2014392014