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1
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:
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
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:
6
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:
7
Pricing black-scholes options with correlated credit risk and jump risk
Xu, Weidong
;
Xu, Weijun
;
Xiao, Weilin
- In:
Applied economics letters
22
(
2015
)
1/3
,
pp. 87-93
Persistent link: https://www.econbiz.de/10010482058
Saved in:
8
An automatic method to reach consensus in a local context for AHP group decision making
Dong, Yucheng
;
Xu, Weijun
;
Xu, Weidong
- In:
European journal of industrial engineering : EJIE
7
(
2013
)
4
,
pp. 456-474
Persistent link: https://www.econbiz.de/10010200303
Saved in:
9
Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
Saved in:
10
When to buy or sell in supply chains with the presence of mergers
Wang, Xunxiao
;
Wu, Chongfeng
;
Xu, Weidong
- In:
International journal of production economics
163
(
2015
),
pp. 137-145
Persistent link: https://www.econbiz.de/10011286994
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