Weidong Xu

Available identifiers

Publication	Date of Publication	Type
Pricing and hedging foreign equity options under Hawkes jump-diffusion processes	2022-08-15	Paper
Wavelet analysis of the co-movement and lead-lag effect among multi-markets	2022-07-05	Paper
Optimal investment and consumption in the market with jump risk and capital gains tax	2019-07-25	Paper
Pricing foreign equity option with stochastic volatility	2018-11-13	Paper
Pricing turbo warrants under mixed-exponential jump diffusion model	2018-11-13	Paper
Structural credit risk modelling with Hawkes jump diffusion processes	2016-04-18	Paper
Ambiguity, asset prices, and excess volatility in a pure-exchange economy	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	2012-04-18	Paper
A generalization of Boesch's theorem	2012-04-13	Paper
Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation	2011-11-11	Paper
Modeling chinese stock returns with stable distribution	2011-11-11	Paper
Uncertainty portfolio model in cross currency markets	2011-02-02	Paper
A novel computer-aided diagnosis system of the mammograms	2010-12-30	Paper
Detection of microcalcifications using wavelet-based thresholding and filling dilation	2010-12-30	Paper
A study of Greek letters of currency option under uncertainty environments	2010-07-16	Paper
A jump-diffusion model for option pricing under fuzzy environments	2009-06-10	Paper

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