Mingxin Xu

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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!

PublicationDate of PublicationType
Pricing Asian options in a semimartingale model
Quantitative Finance
2019-01-15Paper
Risk measure pricing and hedging in incomplete markets
Annals of Finance
2012-03-06Paper
A continuous-time search model with job switch and jumps
Mathematical Methods of Operations Research
2009-11-25Paper
The mean comparison theorem cannot be extended to the Poisson case
Journal of Applied Probability
2005-04-04Paper


Research outcomes over time


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