Weilin Xiao

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
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes Electronic Journal of Statistics	2024-11-12	Paper
The Grid Bootstrap for Continuous Time Models Journal of Business and Economic Statistics	2024-10-17	Paper
Transition density function expansion methods for portfolio optimization Optimal Control Applications & Methods	2024-08-12	Paper
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random Communications in Statistics. Simulation and Computation	2024-01-23	Paper
Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process Communications in Mathematics and Statistics	2023-07-11	Paper
Maximum likelihood estimation for mixed fractional Vasicek processes	2020-03-30	Paper
Ambiguity, asset prices, and excess volatility in a pure-exchange economy Quantitative Finance	2014-09-05	Paper
Exact maximum likelihood estimators for drift fractional Brownian motion at discrete observa\-tion Acta Mathematica Scientia. Series B. (English Edition)	2012-06-01	Paper

Research outcomes over time

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