Details about Mingxin Xu
Access statistics for papers by Mingxin Xu.
Last updated 2014-10-28. Update your information in the RePEc Author Service.
Short-id: pxu35
Jump to Journal Articles
Working Papers
2013
- Optimal Dynamic Portfolio with Mean-CVaR Criterion
Papers, arXiv.org View citations (1)
See also Journal Article in Risks (2013)
2010
- Minimizing Conditional Value-at-Risk under Constraint on Expected Value
MPRA Paper, University Library of Munich, Germany
2007
- Parameter estimation from multinomial trees to jump diffusions with k means clustering
MPRA Paper, University Library of Munich, Germany
- Tradable measure of risk
MPRA Paper, University Library of Munich, Germany
2006
- Risk Measure Pricing and Hedging in Incomplete Markets
Finance, University Library of Munich, Germany View citations (1)
See also Journal Article in Annals of Finance (2006)
Journal Articles
2013
- Optimal Dynamic Portfolio with Mean-CVaR Criterion
Risks, 2013, 1, (3), 1-29 View citations (3)
See also Working Paper (2013)
2009
- A continuous-time search model with job switch and jumps
Mathematical Methods of Operations Research, 2009, 70, (2), 241-267
2006
- Risk measure pricing and hedging in incomplete markets
Annals of Finance, 2006, 2, (1), 51-71 View citations (22)
See also Working Paper (2006)
2004
- Pricing Asian options in a semimartingale model
Quantitative Finance, 2004, 4, (2), 170-175 View citations (30)
|
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.
|