Lixia Liu

Foreign Currency Power Option Pricing Based on Esscher Transform

Wenhan Li, Cuixiang Li, Lixia Liu, 2020, Computational Economics.

Can time difference deter arbitrage opportunities?

P. Kalev, Lixia Liu, Timofei Bogomolov, 2013, Journal of Asset Management.

Foreign Currency Power Option Pricing Based on Esscher Transform

Wenhan Li, Cuixiang Li, Lixia Liu, 2020 .

Quanto option pricing with a jump diffusion process

Wenhan Li, Cuixiang Li, Lixia Liu, 2019, Commun. Stat. Simul. Comput..

Exchange option pricing in jump-diffusion models based on esscher transform

Guiwen Lv, Wenhan Li, Cuixiang Li, 2018 .

Option pricing formulas in a new uncertain stock model with floating interest rate

Li Wenhan, Lixia Liu, Lv Guiwen, 2017, J. Intell. Fuzzy Syst..