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~subject:"Option pricing theory"
~subject:"weather derivatives"
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Search: person:"Xu, Wei"
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Option pricing theory
weather derivatives
China
39
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39
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37
Portfolio-Management
19
Optionspreistheorie
18
Portfolio selection
18
Risk and Uncertainty
17
Börsenkurs
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Xu, Wei
24
Odening, Martin
8
Musshoff, Oliver
6
Dong, Bing
4
Ma, Changfu
3
Kwok, Yue Kuen
2
Kwok, Yue-Kuen
2
Lu, Ling
2
Mußhoff, Oliver
2
Šević, Aleksandar
2
Šević, Željko
2
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1
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Ma, Junmei
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1
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1
Yao, Yi
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Department für Agrarökonomie, Humboldt-Universität Berlin
1
International Association of Agricultural Economists - IAAE
1
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2
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2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
2006 Annual Meeting, August 12-18, 2006, Queensland, Australia
1
ASTIN bulletin : the journal of the International Actuarial Association
1
Agrarwirtschaft : Zeitschrift für Betriebswirtschaft, Marktforschung und Agrarpolitik
1
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1
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty
1
German Journal of Agricultural Economics
1
International journal of finance & economics : IJFE
1
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1
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1
Research in international business and finance
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ECONIS (ZBW)
18
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3
RePEc
3
EconStor
1
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1
Joint calibration of S&P 500 and VIX options under local stochastic volatility models
Zhou, Zhiqiang
;
Xu, Wei
;
Rubtsov, Alexey
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 273-310
Persistent link: https://www.econbiz.de/10014469009
Saved in:
2
Uncertain energy model for electricity and gas futures with application in spark-spread option price
Mehrdoust, Farshid
;
Noorani, Idin
;
Xu, Wei
- In:
Fuzzy optimization and decision making : a journal of …
22
(
2023
)
1
,
pp. 123-148
Persistent link: https://www.econbiz.de/10014227971
Saved in:
3
Evaluating credit valuation adjustment with wrong-way risk for Bermudan options
Dong, Bing
;
Xu, Wei
;
Wang, Guangguang
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 115-155
Persistent link: https://www.econbiz.de/10014487048
Saved in:
4
Implied volatility surface construction for commodity futures options traded in China
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
Research in international business and finance
61
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014246888
Saved in:
5
Cosine willow tree structure under Lévy processes with application to pricing variance derivatives
Ma, Junmei
;
Xu, Wei
;
Yao, Yi
- In:
The journal of derivatives : JOD
29
(
2021
)
2
,
pp. 30-60
Persistent link: https://www.econbiz.de/10012698124
Saved in:
6
Willow tree algorithms for pricing VIX derivatives under stochastic volatility models
Ma, Changfu
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012602678
Saved in:
7
Efficient willow tree method for variable annuities valuation and risk management
Dong, Bing
;
Xu, Wei
;
Šević, Aleksandar
;
Šević, Željko
- In:
International review of financial analysis
68
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012301004
Saved in:
8
Risk-based capital for variable annuity under stochastic interest rate
Wang, JinDong
;
Xu, Wei
- In:
ASTIN bulletin : the journal of the International …
50
(
2020
)
3
,
pp. 959-999
Persistent link: https://www.econbiz.de/10012307392
Saved in:
9
Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu
;
Xu, Wei
;
Yuan, George
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
Saved in:
10
Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing
;
Xu, Wei
;
Kwok, Yue-Kuen
- In:
Quantitative finance
19
(
2019
)
10
,
pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
Saved in:
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