Cuixiang Li

Publication Activity (10 Years)

Years Active: 2022-2023
Publications (10 Years): 2

Top Topics

Black Scholes Model

Jump Diffusion Process

Top Venues

Commun. Stat. Simul. Comput.

Publications

Cuixiang Li, Huili Liu, Lixia Liu, Qiumei Yao
Pricing vulnerable options under jump diffusion processes using double Mellin transform. Commun. Stat. Simul. Comput. 52 (3) (2023)
Wenhan Li, Lixia Liu, Cuixiang Li, Lv Guiwen
Quanto option pricing with a jump diffusion process. Commun. Stat. Simul. Comput. 51 (5) (2022)