The following pages link to Xuewei Yang (Q370877):
Displayed 25 items.
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Kernel-correlated Lévy field driven forward rate and application to derivative pricing (Q373004) (← links)
- A note on transition density for the reflected Ornstein-Uhlenbeck process (Q419183) (← links)
- Sequential maximum likelihood estimation for reflected generalized Ornstein-Uhlenbeck processes (Q449406) (← links)
- Smooth-pasting property on reflected Lévy processes and its applications in credit risk modeling (Q477067) (← links)
- Optimal processing rate and buffer size of a jump-diffusion processing system (Q490164) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Maximum likelihood estimation for reflected Ornstein-Uhlenbeck processes (Q710825) (← links)
- Stochastic portfolio optimization with default risk (Q1759911) (← links)
- The hitting time density for a reflected Brownian motion (Q1930395) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Erratum to ``Lévy risk model with two-sided jumps and a barrier dividend strategy'' (Q2252286) (← links)
- Lévy risk model with two-sided jumps and a barrier dividend strategy (Q2427836) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- On the conditional default probability in a regulated market: a structural approach (Q2866382) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- First Passage Times of (Reflected) Ornstein-Uhlenbeck Processes Over Random Jump Boundaries (Q3094688) (← links)
- DERIVATIVE PRICING BASED ON THE EXCHANGE RATE IN A TARGET ZONE WITH REALIGNMENT (Q3100995) (← links)
- Some integral functionals of reflected SDEs and their applications in finance (Q3169213) (← links)
- INTERNATIONAL RESERVE MANAGEMENT: A DRIFT‐SWITCHING REFLECTED JUMP‐DIFFUSION MODEL (Q4635046) (← links)
- FIRST PASSAGE TIMES OF REFLECTED GENERALIZED ORNSTEIN–UHLENBECK PROCESSES (Q4908349) (← links)
- A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes (Q4995066) (← links)
- On the conditional default probability in a regulated market with jump risk (Q5400666) (← links)
- Credit Derivatives Pricing Based on Lévy Field Driven Term Structure (Q5413860) (← links)
- A new numerical scheme for a class of reflected stochastic differential equations (Q5746998) (← links)