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Multi-period portfolio optimization under possibility measures
Zhang, Xili; Zhang, Weiguo; Xiao, Weilin - In: Economic modelling 35 (2013), pp. 401-408
Persistent link: https://www.econbiz.de/10010259788
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1075
Persistent link: https://www.econbiz.de/10009667441
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Liquidity management of foreign exchange reserves in continuous time
Zhang, Dewei; Wang, Yiqi; Wang, Jingjing; Xu, Weidong - In: Economic modelling 31 (2013), pp. 138-142
Persistent link: https://www.econbiz.de/10009725686
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Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1726-1729
Persistent link: https://www.econbiz.de/10009271214
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Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1857-1863
Persistent link: https://www.econbiz.de/10009272421
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Hedging the portfolio of raw materials and the commodity under the mark-to-market risk
Fu, Junhui; Zhang, Wei-Guo; Yao, Zheng; Zhang, Xili - In: Economic modelling 29 (2012) 4, pp. 1070-1076
Persistent link: https://www.econbiz.de/10009979281
Cover Image
Liquidity management of foreign exchange reserves in continuous time
Zhang, Dewei; Wang, Yiqi; Wang, Jingjing; Xu, Weidong - In: Economic modelling 31 (2013), pp. 138-142
Persistent link: https://www.econbiz.de/10010088086
Cover Image
Foreign equity option pricing under stochastic volatility model with double jumps
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1857-1864
Persistent link: https://www.econbiz.de/10009017409
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Accounting for the impact of higher order moments in foreign equity option pricing model
Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Economic modelling 28 (2011) 4, pp. 1726-1730
Persistent link: https://www.econbiz.de/10009017424