Dewen Xiong

Available identifiers

zbMath Open xiong.dewenMaRDI QIDQ995405

List of research outcomes

Publication	Date of Publication	Type
Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences	2022-06-30	Paper
An FBSDE approach to market impact games with stochastic parameters	2022-06-03	Paper
Characterization of fully coupled FBSDE in terms of portfolio optimization	2020-05-29	Paper
Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization	2019-07-26	Paper
The dynamic spread of the forward CDS with general random loss	2019-02-14	Paper
Alpha-robust mean-variance reinsurance-investment strategy	2018-08-10	Paper
Utility maximization underg*-expectation	2016-08-08	Paper
https://portal.mardi4nfdi.de/entity/Q5498155	2015-02-11	Paper
The exp-UIV for Markets with Partial Information and Complete Information	2014-11-12	Paper
A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market	2013-08-27	Paper
Parametrization in the progressively enlarged filtration	2013-01-07	Paper
Modeling the Forward CDS Spreads with Jumps	2012-06-20	Paper
Defaultable Bond Markets with Jumps	2012-04-18	Paper
THE COMPATIBLE BOND-STOCK MARKET WITH JUMPS	2011-10-24	Paper
https://portal.mardi4nfdi.de/entity/Q3094158	2011-10-21	Paper
Optimal Exponential Utility in a Jump Bond Market	2011-03-08	Paper
The Mean-Variance Hedging in a Bond Market with Jumps	2010-10-07	Paper
Mean variance hedging in a general jump market	2010-09-16	Paper
Mean Variance Hedging in a General Jump Model	2010-05-27	Paper
TheS-Related Dynamic Convex Valuation in the Brownian Motion Setting	2010-03-19	Paper
AnS-Related DCV Generated by a Convex Function in a Jump Market	2010-03-19	Paper
The Dynamic Convex Valuation Related to the Price Process in a Market with General Jumps	2009-06-17	Paper
The Dynamicq-Valuation of a Contingent Claim in a Continuous Market Model	2009-03-03	Paper
The Minimal Entropy and the Convergence of thep-Optimal Martingale Measures in a General Jump Model	2008-11-14	Paper
https://portal.mardi4nfdi.de/entity/Q5441996	2008-02-15	Paper
https://portal.mardi4nfdi.de/entity/Q5435896	2008-01-14	Paper
Change of filtrations and mean–variance hedging	2008-01-09	Paper
The Mean-Variance Hedging of a Defaultable Option with Partial Information	2007-09-21	Paper
Information and dynamic coherent risk measures	2007-09-03	Paper
Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging	2007-02-15	Paper
Optimal Utility with Some Additional Information	2005-11-25	Paper
https://portal.mardi4nfdi.de/entity/Q4810743	2004-08-16	Paper

Research outcomes over time

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