Dewen Xiong

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Person:995405

Available identifiers

zbMath Open xiong.dewenMaRDI QIDQ995405

List of research outcomes





PublicationDate of PublicationType
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences2022-06-30Paper
An FBSDE approach to market impact games with stochastic parameters2022-06-03Paper
Characterization of fully coupled FBSDE in terms of portfolio optimization2020-05-29Paper
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization2019-07-26Paper
The dynamic spread of the forward CDS with general random loss2019-02-14Paper
Alpha-robust mean-variance reinsurance-investment strategy2018-08-10Paper
Utility maximization underg*-expectation2016-08-08Paper
https://portal.mardi4nfdi.de/entity/Q54981552015-02-11Paper
The exp-UIV for Markets with Partial Information and Complete Information2014-11-12Paper
A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market2013-08-27Paper
Parametrization in the progressively enlarged filtration2013-01-07Paper
Modeling the Forward CDS Spreads with Jumps2012-06-20Paper
Defaultable Bond Markets with Jumps2012-04-18Paper
THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS2011-10-24Paper
https://portal.mardi4nfdi.de/entity/Q30941582011-10-21Paper
Optimal Exponential Utility in a Jump Bond Market2011-03-08Paper
The Mean-Variance Hedging in a Bond Market with Jumps2010-10-07Paper
Mean variance hedging in a general jump market2010-09-16Paper
Mean Variance Hedging in a General Jump Model2010-05-27Paper
TheS-Related Dynamic Convex Valuation in the Brownian Motion Setting2010-03-19Paper
AnS-Related DCV Generated by a Convex Function in a Jump Market2010-03-19Paper
The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps2009-06-17Paper
The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model2009-03-03Paper
The Minimal Entropy and the Convergence of thep-Optimal Martingale Measures in a General Jump Model2008-11-14Paper
https://portal.mardi4nfdi.de/entity/Q54419962008-02-15Paper
https://portal.mardi4nfdi.de/entity/Q54358962008-01-14Paper
Change of filtrations and mean–variance hedging2008-01-09Paper
The Mean-Variance Hedging of a Defaultable Option with Partial Information2007-09-21Paper
Information and dynamic coherent risk measures2007-09-03Paper
Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging2007-02-15Paper
Optimal Utility with Some Additional Information2005-11-25Paper
https://portal.mardi4nfdi.de/entity/Q48107432004-08-16Paper

Research outcomes over time

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