Chenxi Liang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect
Journal of Mathematical Analysis and Applications
2016-03-04Paper
Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility
Journal of Mathematical Analysis and Applications
2014-10-31Paper
Modeling low Reynolds number incompressible flows with curved boundaries using SPH
International Journal for Numerical Methods in Fluids
2012-05-14Paper


Research outcomes over time


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