Weidong Xu

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
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes Physica A	2022-08-15	Paper
Wavelet analysis of the co-movement and lead-lag effect among multi-markets Physica A	2022-07-05	Paper
Optimal investment and consumption in the market with jump risk and capital gains tax Journal of Industrial and Management Optimization	2019-07-25	Paper
Pricing foreign equity option with stochastic volatility Physica A	2018-11-13	Paper
Pricing turbo warrants under mixed-exponential jump diffusion model Physica A	2018-11-13	Paper
Structural credit risk modelling with Hawkes jump diffusion processes Journal of Computational and Applied Mathematics	2016-04-18	Paper
Ambiguity, asset prices, and excess volatility in a pure-exchange economy Quantitative Finance	2014-09-05	Paper
Pricing equity warrants in a bifractional Brownian motion	2014-02-28	Paper
Risk concentration of aggregated dependent risks: the second-order properties Insurance Mathematics & Economics	2012-04-18	Paper
A generalization of Boesch's theorem Discrete Mathematics	2012-04-13	Paper
Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation Applied Mathematical Modelling	2011-11-11	Paper
Modeling chinese stock returns with stable distribution Mathematical and Computer Modelling	2011-11-11	Paper
Uncertainty portfolio model in cross currency markets International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems	2011-02-02	Paper
A novel computer-aided diagnosis system of the mammograms Intelligent Computing in Signal Processing and Pattern Recognition	2010-12-30	Paper
Detection of microcalcifications using wavelet-based thresholding and filling dilation Intelligent Computing in Signal Processing and Pattern Recognition	2010-12-30	Paper
A study of Greek letters of currency option under uncertainty environments Mathematical and Computer Modelling	2010-07-16	Paper
A jump-diffusion model for option pricing under fuzzy environments Insurance Mathematics & Economics	2009-06-10	Paper

Research outcomes over time

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