Cuixiang Li

According to our database, Cuixiang Li authored at least 3 papers between 2022 and 2026.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2026

Pricing one-cliquet option under jump diffusion model with stochastic volatility and stochastic intensity.

Huili Liu, Cuixiang Li, Ruizhe Zhang

J. Comput. Appl. Math., 2026

2023

Pricing vulnerable options under jump diffusion processes using double Mellin transform.

Cuixiang Li, Huili Liu, Lixia Liu, Qiumei Yao

Commun. Stat. Simul. Comput., March, 2023

2022

Quanto option pricing with a jump diffusion process.

Wenhan Li, Lixia Liu, Cuixiang Li, Lv Guiwen

Commun. Stat. Simul. Comput., 2022