The following pages link to Xing Jin (Q201758):
Displaying 16 items.
- Consumption and portfolio turnpike theorems in a continuous-time finance model (Q1128949) (← links)
- Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales (Q1367868) (← links)
- Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix (Q1681369) (← links)
- The effect of perceptions competition and learning costs on cooperation in spatial evolutionary multigames (Q2098651) (← links)
- Pricing of variance swap rates and investment decisions of variance swaps: evidence from a three-factor model (Q2158056) (← links)
- Evolutionary dynamics of the interdependent security games on complex network (Q2242664) (← links)
- Hybrid model of bacterial biofilm growth (Q2299345) (← links)
- A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction (Q2356102) (← links)
- Influence of precaution and dynamic post-indemnity based insurance policy on controlling the propagation of epidemic security risks in networks (Q2662558) (← links)
- The Second Fundamental Theorem of Asset Pricing (Q2757303) (← links)
- (Q2993529) (← links)
- (Q3089913) (← links)
- Probabilistic Error Bounds for Simulation Quantile Estimators (Q3114834) (← links)
- Reclaiming Quasi–Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform (Q3115981) (← links)
- Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach (Q5219546) (← links)
- A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS (Q5427663) (← links)
