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Publications
1
Citations
16
H-Index
1
Active since
2018
Affiliations
Peking University(Current)
Chenru Liu is an author at Peking University specializing in finance, stochastic modeling, and simulation methods.
Publications per year
2018–2018
1
1
Hyperbolic normal stochastic volatility model
Jaehyuk Choi, Chenru Liu, Byoung Ki Seo · Journal of Futures Markets · 2018 · 16 citations · Full text
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