Chenxu Li

Chenxu Li is a Professor in the Business Department at Peking University. Their contact information includes an email address of cxli@gsm.pku.edu.cn and a phone number of 010-62747543. Their professional profile can be accessed through the university's faculty page at http://en.gsm.pku.edu.cn/faculty/cxli/. No specific research areas or additional details about their academic background or achievements are provided.

Chenxu Li is a researcher at the Guanghua School of Management, Peking University, specializing in financial econometrics and financial engineering. Their work focuses on developing advanced mathematical techniques for financial modeling, particularly in the areas of stochastic volatility, jump-diffusion processes, and option valuation. Li's research includes the use of closed-form expansions, likelihood approximations, and stochastic volatility models to analyze financial derivatives and market dynamics. They have contributed to the understanding of implied volatility surfaces, timer options, and the pricing of barrier and Asian options. Additionally, their studies explore volatility risk management and the impact of jumps in financial markets, offering insights into market incompleteness and dynamic portfolio strategies.