Dejun Xie

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Nonparametric Bayesian modeling on infinite mixture Student <i>t</i> copulas Communications in Statistics. Simulation and Computation	2025-06-23	Paper
Copula hidden Markov model with unknown number of states Computational Statistics	2025-05-28	Paper
Implications of imbalanced datasets for empirical ROC-AUC estimation in binary classification tasks Journal of Statistical Computation and Simulation	2024-06-11	Paper
Mixture copulas with discrete margins and their application to imbalanced data Journal of the Korean Statistical Society	2024-04-02	Paper
scientific article; zbMATH DE number 7696295 (Why is no real title available?)	2023-06-15	Paper
A semi discrete model for mortgage valuation and its computation by an adaptive finite element method	2017-01-25	Paper
scientific article; zbMATH DE number 6126664 (Why is no real title available?)	2013-01-18	Paper
Characterization of the American put option using convexity Applied Mathematical Finance	2012-06-08	Paper
Numerical valuation of fixed rate mortgages	2011-12-24	Paper
Fixed rate mortgages: valuation and closed form approximations	2011-12-24	Paper
An asymptotic method to a financial optimization problem Lecture Notes in Electrical Engineering	2010-02-01	Paper
A Steady State Solution to a Mortgage Pricing Problem	2009-09-29	Paper
An integral equation approach to pricing fixed rate mortgages	2009-08-06	Paper
A PDE approximation approach for the optimal early exercise boundary of American put option	2009-01-30	Paper
Optimal payment of mortgages European Journal of Applied Mathematics	2007-09-06	Paper

Research outcomes over time

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