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On the Recoverability of Choice Behaviors with Random Coefficients Choice Models in the Context of Limited Data and Unobserved Effects
Fu, Michael C.; Hong, L. Jeff; Hu, Jian-Qiang - In: Management science : journal of the Institute for … 54 (2008) 1, pp. 83-100
Persistent link: https://www.econbiz.de/10008345048
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A new evaluation method for zeotropic refrigerant mixtures based on the variance of the temperature difference between the refrigerant and heat transfer fluid
Jin, Xing; Zhang, Xiaosong - In: Energy conversion and management : ECM 52 (2011) 1, pp. 243-250
Persistent link: https://www.econbiz.de/10008770069
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Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-60
Persistent link: https://www.econbiz.de/10008217237
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ARTICLES - The Second Fundamental Theorem of Asset Pricing
Jarrow, Robert A.; Jin, Xing; Madan, Dilip B. - In: Mathematical finance : an international journal of … 9 (1999) 3, pp. 255-274
Persistent link: https://www.econbiz.de/10008218348
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A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
Jin, Xing; Tan, Hweehuat; Sun, Junhua - In: Mathematical finance : an international journal of … 17 (2007) 3, pp. 399-426
Persistent link: https://www.econbiz.de/10008221747
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A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives
Wang, Yongqiang; Fu, Michael C.; Marcus, Steven I. - In: Operations research : the journal of the Operations … 60 (2012) 2, pp. 447-461
Persistent link: https://www.econbiz.de/10009973778
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Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing; Zhang, Kun - In: Journal of banking & finance 37 (2013) 5, pp. 1733-1746
Persistent link: https://www.econbiz.de/10010094495
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Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications
Jin, Xing; Zhang, Allen X. - In: The review of financial studies 25 (2013) 9, pp. 2877-2876
Persistent link: https://www.econbiz.de/10010114253
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A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu - In: European journal of operational research : EJOR 231 (2013) 2, pp. 362-370
Persistent link: https://www.econbiz.de/10010155797
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ARTICLES - Monotone Optimal Policies for a Transient Queueing Staffing Problem
Fu, Michael C.; Marcus, Steven I.; Wang, I.-Jeng - In: Operations research : the journal of the Operations … 48 (2000) 2, pp. 327-331
Persistent link: https://www.econbiz.de/10006419266