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~person:"Edwards, David A."
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Edwards, David A.
Xie, Dejun
18
Jiang, Jingjing
3
Liu, Yujian
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Schleiniger, Gilberto
3
Wu, Xiaoxia
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Zhu, Qinghua
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Edwards, David
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Applied mathematical finance
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Optimal exercise frontier of Bermudan options by simulation methods
Xie, Dejun
;
Edwards, David A.
;
Wu, Xiaoxia
- In:
International journal of financial engineering
9
(
2022
)
3
,
pp. 2250013-1-2250013-20
Persistent link: https://www.econbiz.de/10013367611
Saved in:
2
A VAR-based factor decomposition to the term structure of treasury bonds
Zhao, Mengxue
;
Xie, Dejun
;
Edwards, David A.
;
Liu, Yujian
- In:
International journal of monetary economics and finance …
15
(
2022
)
6
,
pp. 585-613
Persistent link: https://www.econbiz.de/10014320543
Saved in:
3
An optimal mortgage refinancing strategy with stochastic interest rate
Wu, Xiaoxia
;
Xie, Dejun
;
Edwards, David A.
- In:
Computational economics
53
(
2019
)
4
,
pp. 1353-1375
Persistent link: https://www.econbiz.de/10012135162
Saved in:
4
Simulation solution to a two-dimensional mortgage refinancing problem
Xie, Dejun
;
Zhang, Nan
;
Edwards, David A.
- In:
Computational economics
52
(
2018
)
2
,
pp. 479-492
Persistent link: https://www.econbiz.de/10012052963
Saved in:
5
Characterization of the American put option using convexity
Xie, Dejun
;
Edwards, David A.
;
Schleiniger, Gilberto
; …
- In:
Applied mathematical finance
18
(
2011
)
3/4
,
pp. 353-365
Persistent link: https://www.econbiz.de/10009381899
Saved in:
6
Characterization of the American Put Option Using Convexity
Xie, Dejun
;
Edwards, David A.
;
Schleiniger, Gilberto
; …
- In:
Applied mathematical finance
18
(
2011
)
4
,
pp. 353-366
Persistent link: https://www.econbiz.de/10009988446
Saved in:
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