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Xu, Weidong
Yang, Yang
124
Li, Hongbin
96
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59
Li, H.
53
Fang, Yulin
52
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50
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41
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27
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24
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1
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
Saved in:
2
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
3
A robust general equilibrium stochastic volatility model with recursive preference investors
Xu, Weidong
;
Li, Hongyi
;
Wu, Chongfeng
- In:
Annals of economics and finance
12
(
2011
)
2
,
pp. 217-231
Persistent link: https://www.econbiz.de/10009425023
Saved in:
4
Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
Saved in:
5
A jump-diffusion model for option pricing under fuzzy environments
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 337-344
Persistent link: https://www.econbiz.de/10009517630
Saved in:
6
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Economic modelling
28
(
2011
)
4
,
pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
Saved in:
7
Robust general equilibrium under stochastic volatility model
Xu, Weidong
;
Wu, Chongfeng
;
Li, Hongyi
- In:
Finance research letters
7
(
2010
)
4
,
pp. 224-231
Persistent link: https://www.econbiz.de/10009272750
Saved in:
8
Chinese stock market volatility and the role of U.S. economic variables
Chen, Jian
;
Jiang, Fuwei
;
Li, Hongyi
;
Xu, Weidong
- In:
Pacific-Basin finance journal
39
(
2016
),
pp. 70-83
Persistent link: https://www.econbiz.de/10011669190
Saved in:
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