//--> //--> //--> //-->
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
~type_genre:"Article in journal"
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
Sequential maximum likelihood...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Portfolio selection
11
Portfolio-Management
11
Stochastic process
10
Stochastischer Prozess
10
Theorie
10
Theory
10
Credit risk
8
Kreditrisiko
8
Option pricing theory
8
Optionspreistheorie
8
Derivat
6
Derivative
6
Option trading
4
Optionsgeschäft
4
Credit derivative
3
Insolvency
3
Insolvenz
3
Kreditderivat
3
Markov chain
3
Optimal investment
3
Volatility
3
Volatilität
3
Ansteckungseffekt
2
Contagion effect
2
Control theory
2
Credit default swaps
2
Currency derivative
2
Default contagion
2
Exchange rate
2
Financial market regulation
2
Financial services
2
Finanzdienstleistung
2
Finanzmarktregulierung
2
Jump-diffusion
2
Kontrolltheorie
2
Markov-Kette
2
Martingal
2
Martingale
2
Regime-switching
2
Risikomanagement
2
more ...
less ...
Online availability
All
Undetermined
17
Type of publication
All
Article
25
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
25
Aufsatz im Buch
1
Book section
1
Language
All
English
25
Author
All
Bo, Lijun
18
Yang, Xuewei
11
Wang, Yongjin
8
Capponi, Agostino
7
Li, Xindan
3
Subrahmanyam, Avanidhar
3
Cai, Ning
2
Zhang, Tingting
2
Birge, John R.
1
Hu, Qin
1
Li, Meng
1
Liao, Huafu
1
Liu, Yanchu
1
Song, Renming
1
Tang, Dan
1
Tang, DanLing
1
Tang, Ke
1
Wang, Jingyuan
1
Wang, Shihua
1
Xia, Kun
1
Zhou, Chao
1
Zhu, Peng
1
more ...
less ...
Published in...
All
Mathematics of operations research
4
Insurance / Mathematics & economics
3
Journal of banking & finance
2
Operations research letters
2
Asia-Pacific financial markets
1
Computational economics
1
Finance and stochastics
1
INFORMS journal on computing : JOC
1
International journal of theoretical and applied finance
1
Journal of economic dynamics & control
1
Journal of financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Mathematics and financial economics
1
Production and operations management : the flagship research journal of the Production and Operations Management Society
1
Quantitative finance
1
The journal of finance : the journal of the American Finance Association
1
The review of financial studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Markov-modulated jump : diffusions for currency option pricing
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Insurance / Mathematics & economics
46
(
2010
)
3
,
pp. 461-469
Persistent link: https://www.econbiz.de/10003981142
Saved in:
2
Derivative pricing based on the exchange rate in a target zone with realignment
Bo, Lijun
;
Wang, Yongjin
;
Yang, Xuewei
- In:
International journal of theoretical and applied finance
14
(
2011
)
6
,
pp. 945-956
Persistent link: https://www.econbiz.de/10009380992
Saved in:
3
Lévy risk model with two-sided jumps and a barrier dividend strategy
Bo, Lijun
;
Song, Renming
;
Tang, DanLing
;
Wang, Yongjin
; …
- In:
Insurance / Mathematics & economics
50
(
2012
)
2
,
pp. 280-291
Persistent link: https://www.econbiz.de/10009507927
Saved in:
4
Optimal investment and consumption with default risk : HARA utility
Bo, Lijun
;
Li, Xindan
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Asia-Pacific financial markets
20
(
2013
)
3
,
pp. 261-281
Persistent link: https://www.econbiz.de/10010188303
Saved in:
5
Exponential change of measure applied to term structures of interest rates and exchange rates
Bo, Lijun
- In:
Insurance / Mathematics & economics
49
(
2011
)
2
,
pp. 216-225
Persistent link: https://www.econbiz.de/10009242032
Saved in:
6
The hitting time density for a reflected Brownian motion
Hu, Qin
;
Wang, Yongjin
;
Yang, Xuewei
- In:
Computational economics
40
(
2012
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009627574
Saved in:
7
Winners, losers, and regulators in a derivatives market bubble
Li, Xindan
;
Subrahmanyam, Avanidhar
;
Yang, Xuewei
- In:
The review of financial studies
34
(
2021
)
1
,
pp. 313-350
Persistent link: https://www.econbiz.de/10012405814
Saved in:
8
A computational approach to first passage problems of reflected hyperexponential jump diffusion processes
Cai, Ning
;
Yang, Xuewei
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 216-229
Persistent link: https://www.econbiz.de/10012496376
Saved in:
9
Can financial innovation succeed by catering to behavioral preferences? : evidence from a callable options market
Li, Xindan
;
Subrahmanyam, Avanidhar
;
Yang, Xuewei
- In:
Journal of financial economics
128
(
2018
)
1
,
pp. 38-65
Persistent link: https://www.econbiz.de/10011969106
Saved in:
10
International reserve management : a drift-switching reflected jump-diffusion model
Cai, Ning
;
Yang, Xuewei
- In:
Mathematical finance : an international journal of …
28
(
2018
)
1
,
pp. 409-446
Persistent link: https://www.econbiz.de/10011969150
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->