Xiaojian Yu

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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
A binomial tree approach to pricing vulnerable option in a vague world
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems
2021-09-08Paper
Asymptotic normality of the estimators for fractional Brownian motions with discrete data
Abstract and Applied Analysis
2019-02-14Paper
Optimal portfolio strategy under rolling economic maximum drawdown constraints
Mathematical Problems in Engineering
2019-02-08Paper


Research outcomes over time


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