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~person:"Xu, Weijun"
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Option pricing theory
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Xu, Weijun
Li, Hongbin
96
Li, H.
59
Li, Hongyi
59
Li, Haizheng
50
Zhang, Junsen
27
Li, Han
25
Li, Huimin
19
Li, Hui
17
Fleisher, Belton M.
15
McCarthy, Joseph
13
Meng, Lingsheng
12
Li, H. C.
11
Li, Heng
11
Love, P.E.D.
11
Li, Hao
10
Li, H.C.
9
Li, Hong
9
Wang, Xiaojun
9
Zheng, Dazhi
9
Li, H
8
Xu, Weidong
8
Zhou, Li-An
8
Zou, Heng-fu
8
Almond, Douglas
7
Maddala, Gangadharrao S.
7
Mirmirani, Sam
7
Wu, Binzhen
7
Chen, Yuyu
6
Cheng, Hong
6
Li, Hongchang
6
Liu, Pak-wai
6
Liu, Qinyi
6
Liu, Zhiqiang
6
Wu, Chongfeng
6
Yi, Junjian
6
Brandt, Loren
5
Chiang, Thomas C.
5
Fraumeni, Barbara M.
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International journal of production economics
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Journal of risk
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ECONIS (ZBW)
6
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1
Distributed mean reversion online portfolio strategy with stock network
Zhong, Yannan
;
Xu, Weijun
;
Li, Hongyi
;
Zhong, Weiwei
- In:
European journal of operational research : EJOR
314
(
2024
)
3
,
pp. 1143-1158
Persistent link: https://www.econbiz.de/10014456942
Saved in:
2
A novel jump diffusion model based on SGT distribution and its applications
Xu, Weijun
;
Liu, Guifang
;
Li, Hongyi
- In:
Economic modelling
59
(
2016
),
pp. 74-92
Persistent link: https://www.econbiz.de/10011647763
Saved in:
3
A jump-diffusion approach to modelling vulnerable option pricing
Xu, Weidong
;
Xu, Weijun
;
Li, Hongyi
;
Xiao, Weilin
- In:
Finance research letters
9
(
2012
)
1
,
pp. 48-56
Persistent link: https://www.econbiz.de/10009575333
Saved in:
4
Coordination of supply chain with a revenue-sharing contract under demand disruptions when retailers compete
Zhang, Wei-guo
;
Fu, Junhui
;
Li, Hongyi
;
Xu, Weijun
- In:
International journal of production economics
138
(
2012
)
1
,
pp. 68-75
Persistent link: https://www.econbiz.de/10009550568
Saved in:
5
Dynamic asset allocation with jump risk
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Journal of risk
12
(
2009/10
)
3
,
pp. 29-44
Persistent link: https://www.econbiz.de/10003970172
Saved in:
6
A jump-diffusion model for option pricing under fuzzy environments
Xu, Weidong
;
Wu, Chongfeng
;
Xu, Weijun
;
Li, Hongyi
- In:
Insurance / Mathematics & economics
44
(
2009
)
3
,
pp. 337-344
Persistent link: https://www.econbiz.de/10009517630
Saved in:
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