//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Option pricing theory"
~subject:"Stochastic process"
~subject:"weather derivatives"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: person:"Xu, Wei"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Stochastic process
weather derivatives
China
43
Theorie
40
Theory
38
Portfolio-Management
19
Optionspreistheorie
18
Portfolio selection
18
Risk and Uncertainty
17
Börsenkurs
13
Share price
13
weather risk
12
Stochastischer Prozess
10
Wetter
10
Anlageverhalten
9
Behavioural finance
9
Derivat
9
Derivative
9
Risiko
9
Forecasting model
8
Innovation
8
Prognoseverfahren
8
Risk
8
Volatility
8
Volatilität
8
crop insurance
8
Capital income
7
Consumer behaviour
7
Kapitaleinkommen
7
Konsumentenverhalten
7
Schätzung
7
Weather
7
basis risk
7
Algorithm
6
Algorithmus
6
Business network
6
Credit risk
6
Data Mining
6
Data mining
6
more ...
less ...
Online availability
All
Undetermined
11
Free
9
Type of publication
All
Article
22
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
Conference paper
1
Congress Report
1
Konferenzbeitrag
1
Working Paper
1
more ...
less ...
Language
All
English
20
German
5
Undetermined
3
Author
All
Xu, Wei
26
Odening, Martin
10
Musshoff, Oliver
6
Dong, Bing
4
Ma, Changfu
3
Mußhoff, Oliver
3
Kwok, Yue Kuen
2
Kwok, Yue-Kuen
2
Lu, Ling
2
Šević, Aleksandar
2
Šević, Željko
2
Chen, Xi
1
Coleman, Thomas F.
1
Feng, Yun
1
Li, Xiao-ping
1
Liu, Xiaoliang
1
Ma, Junmei
1
Mehrdoust, Farshid
1
Noorani, Idin
1
Qian, Zhehui
1
Rubtsov, Alexey
1
Wang, Guangguang
1
Wang, JinDong
1
Wu, Chong-feng
1
Xiao, Wei-Lin
1
Xu, Wei-dong
1
Yao, Yi
1
Yin, Yufang
1
Yuan, George
1
Zhang, Li-Hua
1
Zhang, Wei-guo
1
Zhou, Zhiqiang
1
more ...
less ...
Institution
All
Department für Agrarökonomie, Humboldt-Universität Berlin
1
International Association of Agricultural Economists - IAAE
1
Published in...
All
Economic modelling
2
Quantitative finance
2
The journal of computational finance
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
1
Applied economics
1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
German Journal of Agricultural Economics
1
International journal of finance & economics : IJFE
1
International journal of financial engineering
1
International review of financial analysis
1
Möglichkeiten und Grenzen der wissenschaftlichen Politikanalyse : 50. Jahrestagung der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e. V. vom 29. September bis 1. Oktober 2010
1
Research in international business and finance
1
The journal of computational finance : JFC
1
The journal of derivatives : JOD
1
Working Paper
1
Working Paper Series / Department für Agrarökonomie, Humboldt-Universität Berlin
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
BASE
3
RePEc
3
EconStor
1
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
2
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
Dong, Bing
;
Xu, Wei
;
Wang, Guangguang
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 115-155
Persistent link: https://www.econbiz.de/10014487048
Saved in:
3
Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
Saved in:
4
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
5
Cosine willow tree structure under Lévy processes with application to pricing variance derivatives
Ma, Junmei
;
Xu, Wei
;
Yao, Yi
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 30-60
Persistent link: https://www.econbiz.de/10012698124
Saved in:
6
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
7
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
8
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Saved in:
9
Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
Saved in:
10
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->