Chenxu Li

473 total citations
21 papers, 274 citations indexed

About

Chenxu Li is a scholar working on Finance, Demography and Statistics and Probability. According to data from OpenAlex, Chenxu Li has authored 21 papers receiving a total of 274 indexed citations (citations by other indexed papers that have themselves been cited), including 19 papers in Finance, 7 papers in Demography and 3 papers in Statistics and Probability. Recurrent topics in Chenxu Li's work include Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (17 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Chenxu Li is often cited by papers focused on Stochastic processes and financial applications (18 papers), Financial Risk and Volatility Modeling (17 papers) and Insurance, Mortality, Demography, Risk Management (7 papers). Chenxu Li collaborates with scholars based in China, United States and Hong Kong. Chenxu Li's co-authors include Yacine Aı̈t-Sahalia, Linjia Wu, Ning Cai, Dachuan Chen, Xiaocheng Li, Adam Yongxin Ye, Yu An, Jeffrey Pai, Qi Lin and Li Chun and has published in prestigious journals such as Review of Financial Studies, European Journal of Operational Research and Journal of Econometrics.

In The Last Decade

Chenxu Li

18 papers receiving 271 citations

Peers

Chenxu Li

FINAN

DEMOG

GEEF

José E. Figueroa‐López United States

Emmanuelle Clément France

Craig A. Friedman United States

Kathrin Glau Germany

Minqiang Li United States

Sabrina Mulinacci Italy

Elisa Nicolato Denmark

Christa Cuchiero Austria

Antonis Papapantoleon Germany

Martin Larsson United States

José E. Figueroa‐López United States

Chenxu Li

275 ×1.1

FINAN

56 ×1.0

DEMOG

81 ×1.7

33 ×1.0

14 ×0.5

GEEF

Citations per year, relative to Chenxu Li Chenxu Li (= 1×) peers José E. Figueroa‐López

Countries citing papers authored by Chenxu Li

Since Specialization

Citations

This map shows the geographic impact of Chenxu Li's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chenxu Li with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chenxu Li more than expected).

Fields of papers citing papers by Chenxu Li

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chenxu Li. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chenxu Li. The network helps show where Chenxu Li may publish in the future.

Co-authorship network of co-authors of Chenxu Li

This figure shows the co-authorship network connecting the top 25 collaborators of Chenxu Li. A scholar is included among the top collaborators of Chenxu Li based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chenxu Li. Chenxu Li is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

Li, Chenxu, et al.. (2025). Defects-Enriched NiO Nanosheets-Based Sensor for the Detection of H₂S in SF₆ Decomposition Product Near Room Temperature under Nitrogen. ACS Applied Nano Materials. 8(6). 2711–2720. 3 indexed citations

Li, Chenxu, et al.. (2024). Implied local volatility models. Journal of Empirical Finance. 80. 101567–101567.

Chen, Dachuan, et al.. (2023). The Leverage Effect Puzzle under Semi-nonparametric Stochastic Volatility Models. Journal of Business and Economic Statistics. 42(2). 548–562.

Chen, Dachuan & Chenxu Li. (2022). Closed-form expansion for option price under stochastic volatility model with concurrent jumps. IISE Transactions. 55(8). 781–793.

Pai, Jeffrey, et al.. (2022). Earthquake parametric insurance with Bayesian spatial quantile regression. Insurance Mathematics and Economics. 106. 1–12. 7 indexed citations

Cai, Ning, et al.. (2021). Pricing discretely monitored barrier options: When Malliavin calculus expansions meet Hilbert transforms. Journal of Economic Dynamics and Control. 127. 104113–104113. 1 indexed citations

Aı̈t-Sahalia, Yacine, et al.. (2020). Closed-form implied volatility surfaces for stochastic volatility models with jumps. Journal of Econometrics. 222(1). 364–392. 27 indexed citations

Aı̈t-Sahalia, Yacine, et al.. (2020). Implied Stochastic Volatility Models. Review of Financial Studies. 34(1). 394–450. 32 indexed citations

Aı̈t-Sahalia, Yacine, et al.. (2020). Maximum likelihood estimation of latent Markov models using closed-form approximations. Journal of Econometrics. 240(2). 105008–105008. 9 indexed citations

10.

Li, Chenxu & Linjia Wu. (2018). Exact simulation of the Ornstein–Uhlenbeck driven stochastic volatility model. European Journal of Operational Research. 275(2). 768–779. 24 indexed citations

11.

Li, Chenxu, et al.. (2016). Efficient computation of the likelihood expansions for diffusion models. IIE Transactions. 48(12). 1156–1171. 4 indexed citations

12.

Li, Chenxu & Dachuan Chen. (2016). Estimating jump–diffusions using closed-form likelihood expansions. Journal of Econometrics. 195(1). 51–70. 14 indexed citations

13.

Li, Chenxu & Dachuan Chen. (2016). Estimating Jump-Diffusions Using Closed-Form Likelihood Expansions -- Online Supplementary Material. SSRN Electronic Journal. 2 indexed citations

14.

An, Yu & Chenxu Li. (2015). APPROXIMATING LOCAL VOLATILITY FUNCTIONS OF STOCHASTIC VOLATILITY MODELS: A CLOSED-FORM EXPANSION APPROACH. Probability in the Engineering and Informational Sciences. 29(4). 547–563. 3 indexed citations

15.

Li, Chenxu & Xiaocheng Li. (2015). A Closed-Form Expansion Approach for Pricing Discretely Monitored Variance Swaps - Online Supplementary Material. SSRN Electronic Journal. 1 indexed citations

16.

Li, Chenxu & Xiaocheng Li. (2015). A closed-form expansion approach for pricing discretely monitored variance swaps. Operations Research Letters. 43(4). 450–455. 8 indexed citations

17.

Cai, Ning, et al.. (2013). Closed-Form Expansions of Discretely Monitored Asian Options in Diffusion Models. Mathematics of Operations Research. 39(3). 789–822. 31 indexed citations

18.

Li, Chenxu. (2013). BESSEL PROCESSES, STOCHASTIC VOLATILITY, AND TIMER OPTIONS. Mathematical Finance. 26(1). 122–148. 23 indexed citations

19.

Li, Chenxu. (2013). Maximum-likelihood estimation for diffusion processes via closed-form density expansions. The Annals of Statistics. 41(3). 48 indexed citations

20.

Li, Chenxu. (2013). Closed-Form Expansion, Conditional Expectation, and Option Valuation. Mathematics of Operations Research. 39(2). 487–516. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact