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Persistent link: https://www.econbiz.de/10014482829

Evaluating credit valuation adjustment with wrong-way risk for Bermudan options

Dong, Bing; Xu, Wei; Wang, Guangguang - In: The journal of computational finance : JFC 27 (2023) 3, pp. 115-155

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Joint calibration of S&P 500 and VIX options under local stochastic volatility models

Zhou, Zhiqiang; Xu, Wei; Rubtsov, Alexey - In: International journal of finance & economics : IJFE 29 (2024) 1, pp. 273-310

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Does minimum wages affect executive compensation? : evidence from China

Yao, Wenyun; Qian, Yuhang; Yang, Hang; Xu, Wei - In: Pacific-Basin finance journal 80 (2023), pp. 1-13

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The determination and elimination of decision makers’ hidden inherent preference in probabilistic linguistic group decision-making

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Delta-gamma-like hedging with transaction cost under reinforcement learning technique

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Large shareholders' tunneling and stock price crash risk

Liang, Shangkun; Jiang, Yanfeng; Yu, Junli; Xu, Wei - In: China journal of accounting studies 9 (2021) 4, pp. 469-489

Tunnelling by large shareholders is a problem representative of ownership concentration. Large shareholders may interfere with a firm's information disclosure to support their tunnelling behaviour, causing a high stock price crash risk. Using listed companies in China from 2001 to 2019 as a...

Persistent link: https://www.econbiz.de/10013359072

Blockchain and digital finance : editorial

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Carbon labels as reminder of ethical consumption : an exploratory study of consumer perceptions in China

Wang, Xiaorui; Xu, Wei; Wang, Jingmin - In: The international review of retail, distribution and … 33 (2023) 2, pp. 202-218

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Uncertain energy model for electricity and gas futures with application in spark-spread option price

Mehrdoust, Farshid; Noorani, Idin; Xu, Wei - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 1, pp. 123-148

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