Xindan Li

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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
Optimal execution with price impact under cumulative prospect theory
Physica A
2022-06-27Paper
Complex dynamics of credit risk contagion with time-delay and correlated noises
Abstract and Applied Analysis
2019-02-14Paper
Optimal processing rate and buffer size of a jump-diffusion processing system
Annals of Operations Research
2015-01-22Paper
On the conditional default probability in a regulated market with jump risk
Quantitative Finance
2014-03-04Paper
Bayesian analysis of multi-group nonlinear structural equation models with application to behavioral finance
Quantitative Finance
2014-01-17Paper
Optimal investment and consumption with default risk: HARA utility
Asia-Pacific Financial Markets
2013-09-20Paper
Three dimensional nilpotent singularity and Sil'nikov bifurcation
Chaos, Solitons and Fractals
2008-04-17Paper


Research outcomes over time


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