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~type_genre:"Aufsatz in Zeitschrift"
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4
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Aufsatz in Zeitschrift
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Xie, Dejun
10
Edwards, David A.
5
Wu, Xiaoxia
3
Jiang, Jingjing
2
Liu, Yujian
2
Cui, Yu
1
He, Jia
1
Li, Jianchang
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Miao, Lixin
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Schleiniger, Gilberto
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Shen, Si
1
Wang, Rongjia
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Wang, Xiaoyu
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Xie, Li
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ECONIS (ZBW)
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1
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
How does investor sentiment impact stock volatility? : new evidence from Shanghai A-shares market
Xie, Dejun
;
Cui, Yu
;
Liu, Yujian
- In:
China finance review international
13
(
2023
)
1
,
pp. 102-120
Persistent link: https://www.econbiz.de/10014312228
Saved in:
3
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:
4
Customer satisfaction analysis in bike sharing
Xie, Dejun
;
Wang, Rongjia
;
Li, Jianchang
;
Shen, Si
; …
- In:
International journal of green economics : IJGE
16
(
2022
)
1
,
pp. 36-55
Persistent link: https://www.econbiz.de/10014312108
Saved in:
5
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:
6
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:
7
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:
8
Interprovincial allocation of China's national carbon emission allowance : an uncertainty analysis based on Monte-Carlo simulations
Ye, Bin
;
Jiang, Jingjing
;
Miao, Lixin
;
Xie, Dejun
- In:
Climate policy
17
(
2017
)
4
,
pp. 401-422
Persistent link: https://www.econbiz.de/10011762810
Saved in:
9
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:
10
Theoretical and numerical valuation of callable bonds
Xie, Dejun
- In:
The international journal of business and finance …
3
(
2009
)
2
,
pp. 71-82
Persistent link: https://www.econbiz.de/10003955597
Saved in:
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