Dewen Xiong

Available identifiers

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 under \(g^\ast\)-expectation	2016-08-08	Paper
Progressive filtration enlargement in the generalized Cox model	2015-02-11	Paper
The exp-UIV for markets with partial information and complete information	2014-11-12	Paper
A generalized Itō-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
Jump bond markets some steps towards general models in applications to hedging and utility problems	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
The \(S\)-related dynamic convex valuation in the Brownian motion setting	2010-03-19	Paper
An \(S\)-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
The \(p\)-optimal martingale measure when there exist inaccessible jumps	2008-02-15	Paper
Optimal utility with side information and its affect	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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