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~person:"Wu, Xiaoxia"
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Option pricing theory
2
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Wu, Xiaoxia
Xie, Dejun
18
Edwards, David A.
6
Jiang, Jingjing
3
Liu, Yujian
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Schleiniger, Gilberto
3
Zhu, Qinghua
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Cui, Yu
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Wang, Xiaoyu
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Edwards, David
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He, Jia
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Li, Jianchang
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Miao, Lixin
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Shen, Si
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Wang, Rongjia
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Xie, Li
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Ye, Bin
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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
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:
3
Value-at-risk estimation with stochastic interest rate models for option-bond portfolios
Wang, Xiaoyu
;
Xie, Dejun
;
Jiang, Jingjing
;
Wu, Xiaoxia
; …
- In:
Finance research letters
21
(
2017
),
pp. 10-20
Persistent link: https://www.econbiz.de/10011807256
Saved in:
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