Xiaonan Su

Available identifiers

Publication	Date of Publication	Type
Asymptotics for value at risk and conditional tail expectation of a portfolio loss	2024-07-25	Paper
Pricing and hedging for correlation options with regime switching and common jump risk	2023-07-28	Paper
LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK	2022-11-22	Paper
Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps	2022-11-14	Paper
Asymptotic behavior of ruin probabilities in an insurance risk model with quasi-asymptotically independent or bivariate regularly varying-tailed main claim and by-claim	2021-03-22	Paper
Pricing warrant bonds with credit risk under a jump diffusion process	2019-02-20	Paper
https://portal.mardi4nfdi.de/entity/Q2991684	2016-08-10	Paper
Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models	2016-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5260209	2015-06-29	Paper
Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model	2015-02-03	Paper
Valuing power options under a regime-switching model	2014-11-03	Paper
Pricing options with credit risk in a reduced form model	2014-09-29	Paper
Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility	2012-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q3109343	2012-01-27	Paper

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