The following pages link to Weidong Xu (Q269363):
Displaying 17 items.
- Structural credit risk modelling with Hawkes jump diffusion processes (Q269364) (← links)
- A generalization of Boesch's theorem (Q409456) (← links)
- Modeling chinese stock returns with stable distribution (Q646126) (← links)
- Parameter estimation for fractional Ornstein-Uhlenbeck processes at discrete observation (Q646181) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- Pricing foreign equity option with stochastic volatility (Q1618699) (← links)
- Pricing turbo warrants under mixed-exponential jump diffusion model (Q1619424) (← links)
- Wavelet analysis of the co-movement and lead-lag effect among multi-markets (Q2151776) (← links)
- Pricing and hedging foreign equity options under Hawkes jump-diffusion processes (Q2164552) (← links)
- Optimal investment and consumption in the market with jump risk and capital gains tax (Q2315618) (← links)
- Risk concentration of aggregated dependent risks: the second-order properties (Q2427818) (← links)
- Ambiguity, asset prices, and excess volatility in a pure-exchange economy (Q2879037) (← links)
- A Novel Computer-Aided Diagnosis System of the Mammograms (Q3063124) (← links)
- Detection of Microcalcifications Using Wavelet-Based Thresholding and Filling Dilation (Q3063170) (← links)
- UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) (← links)
- (Q5398624) (← links)
