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Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander; Liu, Xiaoquan; Wing Lon Ng - In: European journal of operational research : EJOR 214 (2011) 3, pp. 805-813
Persistent link: https://www.econbiz.de/10009316165
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Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander; Liu, Xiaoquan; Ng, Wing Lon - In: European journal of operational research : EJOR 214 (2011) 3, pp. 805-814
Persistent link: https://www.econbiz.de/10009178353
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De-noising option prices with the wavelet method
Haven, Emmanuel; Liu, Xiaoquan; Shen, Liya - In: European journal of operational research : EJOR 222 (2012) 1, pp. 104-112
Persistent link: https://www.econbiz.de/10009569559
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Measuring the subprime crisis contagion : evidence of change point analysis of copula functions
Ye, Wuyi; Liu, Xiaoquan; Miao, Baiqi - In: European journal of operational research : EJOR 222 (2012) 1, pp. 96-103
Persistent link: https://www.econbiz.de/10009569564
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Time-varying quantile association regression model with applications to financial contagion and VaR
Ye, Wuyi; Luo, Kebing; Liu, Xiaoquan - In: European journal of operational research : EJOR 256 (2017) 3, pp. 1015-1028
Persistent link: https://www.econbiz.de/10011639292
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Wavelet-based option pricing : an empirical study
Liu, Xiaoquan; Cao, Yi; Ma, Chenghu; Shen, Liya - In: European journal of operational research : EJOR 272 (2019) 3, pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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Option valuation under no-arbitrage constraints with neural networks
Cao, Yi; Liu, Xiaoquan; Zhai, Jia - In: European journal of operational research : EJOR 293 (2021) 1, pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
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Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
Ye, Wuyi; Liu, Xiaoquan; Miao, Baiqi - In: European journal of operational research : EJOR 222 (2012) 1, pp. 96-104
Persistent link: https://www.econbiz.de/10009979066
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De-noising option prices with the wavelet method
Haven, Emmanuel; Liu, Xiaoquan; Shen, Liya - In: European journal of operational research : EJOR 222 (2012) 1, pp. 104-113
Persistent link: https://www.econbiz.de/10009979067
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Hidden Markov model for municipal waste generation forecasting under uncertainties
Jiang, P.; Liu, X. - In: European journal of operational research : EJOR 250 (2016) 2, pp. 639-651
Persistent link: https://www.econbiz.de/10011441731