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A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk
Lu, Ling; Xu, Wei - In: The journal of derivatives : the official publication … 25 (2017) 1, pp. 37-54
Persistent link: https://www.econbiz.de/10011931521
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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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Social embeddedness and customer-generated content : the moderation effect of employee participation
Li, Guoxin; Yang, Xue; Xu, Wei; Zhu, Yingqiu - In: Journal of electronic commerce research : JECR 18 (2017) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10011746761
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Moment matching machine learning methods for risk management of large variable annuity portfolios
Xu, Wei; Chen, Yuehuan; Coleman, Conrad; Coleman, Thomas F. - In: Journal of economic dynamics & control 87 (2018), pp. 1-20
Persistent link: https://www.econbiz.de/10011973875
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The impact of ozone pollution on stroke hospitalization
Li, Lyuxiu; Ma, Chao; Xu, Wei; Zhang, Xin - In: China economic journal : the official journal of the … 17 (2024) 1, pp. 97-115
Persistent link: https://www.econbiz.de/10014511865
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Informal payments and doctor engagement in an online health community : an empirical investigation using generalized synthetic control
Wang, Qili; Qiu, Liangfei; Xu, Wei - In: Information systems research : ISR 35 (2024) 2, pp. 706-726
Persistent link: https://www.econbiz.de/10014635032
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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Implied volatility surface construction for commodity futures options traded in China
Xu, Wei; Šević, Aleksandar; Šević, Željko - In: Research in international business and finance 61 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
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Optimal rebate strategy for an online retailer with a cashback platform : commission-driven or marketing-based?
Mu, Lifeng; Tang, Xin; Sugumaran, Vijayan; Xu, Wei; … - In: Electronic commerce research 23 (2023) 1, pp. 475-510
Persistent link: https://www.econbiz.de/10014251719
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Variance does matter in affecting the box office : a multi-aspect investigation
Li, Qian; Tang, Yuanyuan; Xu, Wei; Wang, Mingming - In: Electronic commerce research 23 (2023) 2, pp. 659-679
Persistent link: https://www.econbiz.de/10014251902