Xijun Cheng

Available identifiers

Publication	Date of Publication	Type
Analysis of portfolio CVaR based on pair-copula scenario generation and the constraint of generalized entropy	2018-07-18	Paper
Fourier transform approach for pricing crack spread options	2017-01-06	Paper
Analysis of portfolio VaR by pair copula-LMSV-t	2016-08-10	Paper
A research of default correlation in collateralized debt obligation pricing	2015-10-28	Paper
A dependency research of oil price and euro exchange rate	2015-02-11	Paper
Knot selection of estimating the term structure with spline function based on M-SCAD criterion	2015-02-11	Paper
The optimal portfolio with a modified covariance matrix using the clustering method	2014-11-03	Paper
An application of entropy pooling and diversifying risk model in portfolio optimization	2014-06-30	Paper
https://portal.mardi4nfdi.de/entity/Q4900896	2013-01-24	Paper
https://portal.mardi4nfdi.de/entity/Q3020814	2011-08-05	Paper
Futures portfolio margin model and its application	2010-02-12	Paper
Extended RBAC model supporting dynamic role switching	2009-11-10	Paper

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