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Optimal mean reversion trading : mathematical analysis and practical applications
Leung, Tim; Li, Xin; Li, Xin - 2016
Preface -- Introduction -- Trading under the Ornstein-Uhlenbeck model -- Trading under the exponential OU model -- Trading under the CIR model -- Futures trading under mean reversion -- Optimal liquidation of options -- Trading credit derivatives -- Bibliography -- Index
Persistent link: https://www.econbiz.de/10012875844
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Urbanization and subjective well-being of native urban residents : evidence from the "new-type urbanization pilot policy" in China
Guo, Dongmei; Kong, Shuning; Li, Xin; Liu, Yiming; Sun, … - In: The annals of regional science : an international … 74 (2024) 1, pp. 1-27
Persistent link: https://www.econbiz.de/10015189786
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Effect of China’s real exchange rate appreciation in the next decade : a recursive dynamic CGE analysis
Li, Xin - In: China economic journal : the official journal of the … 7 (2014) 3, pp. 343-360
Persistent link: https://www.econbiz.de/10010530875
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Optimal K-unit cycle scheduling of two-cluster tools with residency constraints and general robot moving times
Li, Xin; Fung, Richard Y. K. - In: Journal of scheduling 19 (2016) 2, pp. 165-176
Persistent link: https://www.econbiz.de/10011458390
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Impact of fintech on bank risks : the role of bank digital transformation
Li, Xin - In: Applied economics letters 32 (2025) 6, pp. 895-899
Persistent link: https://www.econbiz.de/10015330307
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Can energy saving policies drive firm innovation behaviors? : evidence from China
Zhang, Jian; Zhang, Wei; Song, Qi; Li, Xin; Ye, Xuanting; … - In: Technological forecasting & social change : an … 154 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012234324
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The effect of intention analysis-based fraud detection systems in repeated supply chain quality inspection : a context of learning and contract
Yan, Jiaqi; Li, Xin; Shi, Yani; Sun, Sherry; Wang, Huaiqing - In: Information & management : the internat. journal of … 57 (2020) 3, pp. 1-16
Persistent link: https://www.econbiz.de/10012249118
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Generalized two-barrier proportional step options
Li, Xin - In: Finance research letters 51 (2023), pp. 1-13
Persistent link: https://www.econbiz.de/10014288833
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Digital inclusive finance and Zipf's law for firms of China : an investigation based on the full-sample data
Li, Xin - In: Applied economics letters 31 (2024) 3, pp. 216-219
Persistent link: https://www.econbiz.de/10014449760
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A general equilibrium analysis of the TPP free trade agreement with and without China
Li, Xin - In: Margin: the journal of applied economic research 8 (2014) 2, pp. 115-136
Persistent link: https://www.econbiz.de/10010391655