SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Chenglong Xu · Study

Home/Author

Chenglong Xu

4 works· latest 2015· 2 institutionscluster: provisionalORCID 0000-0002-2889-0514

h-index4

i104

Citations68

Works here4

03

05

10

15

Most cited in this library

An efficient control variate method for pricing variance derivatives2010 · 18 citations
Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model2005 · 18 citations
On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes2015 · 16 citations
Numerical analysis on binomial tree methods for a jump-diffusion model2003 · 16 citations

Works

4 shown

On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes

Operations Research Letters·2015·3 authors·Open access

16citations

An efficient control variate method for pricing variance derivatives

Journal of Computational and Applied Mathematics·2010·2 authors·Open access

18citations

Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model

SIAM Journal on Numerical Analysis·2005·4 authors

18citations

Numerical analysis on binomial tree methods for a jump-diffusion model

Journal of Computational and Applied Mathematics·2003·3 authors·Open access

16citations