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Joint tank container demurrage policy and flow optimisation using a progressive hedging algorithm with expanded time-space network
Xing, Xinjie; Song, Dongping; Qiu, Chengfeng; Drake, Paul R. - In: European journal of operational research : EJOR 307 (2023) 2, pp. 663-679
Persistent link: https://www.econbiz.de/10014334819
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Price of climate risk hedging under uncertainty
Rubtsov, Alexey; Xu, Wei; Šević, Aleksandar; Šević, … - In: Technological forecasting & social change : an … 165 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012671618
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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
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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
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Delta-gamma-like hedging with transaction cost under reinforcement learning technique
Xu, Wei; Dai, Bing - In: The journal of derivatives : JOD 29 (2022) 5, pp. 60-82
Persistent link: https://www.econbiz.de/10014231076
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Arbitrage involvement and security prices
Hwang, Byoung-Hyoun; Liu, Baixiao; Xu, Wei - In: Management science : journal of the Institute for … 65 (2019) 6, pp. 2858-2875
Persistent link: https://www.econbiz.de/10012039872
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Analysis of rainfall derivatives using daily precipitation models : opportunities and pitfalls
Odening, Martin; Musshoff, Oliver; Xu, Wei - In: Agricultural finance review 67 (2007) 1, pp. 135-156
Persistent link: https://www.econbiz.de/10003495791