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Pricing interest rate derivatives under stochastic volatility
Tahani, Nabil
;
Li, Xiaofei
- In:
Managerial finance
37
(
2011
)
1
,
pp. 72-91
Persistent link: https://www.econbiz.de/10009007106
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2
Valuing credit derivatives using Gaussian quadrature : a stochastic volatility framework
Tahani, Nabil
- In:
The journal of futures markets
24
(
2004
)
1
,
pp. 3-35
Persistent link: https://www.econbiz.de/10001850811
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3
Exotic geometric average options pricing under stochastic volatility
Tahani, Nabil
- In:
Applied mathematical finance
20
(
2013
)
3/4
,
pp. 229-245
Persistent link: https://www.econbiz.de/10010187667
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4
Credit spread options valuation under GARCH
Tahani, Nabil
- In:
The journal of derivatives : the official publication …
14
(
2006
)
1
,
pp. 27-39
Persistent link: https://www.econbiz.de/10003379106
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5
The challenges facing young workers during rural labor transition
Li, Xiaofei
;
Chengfang, Liu
;
Renfu, Luo
;
Zhang, Linxiu
; …
- In:
China agricultural economic review : publ. in …
2
(
2010
)
2
,
pp. 185-199
Persistent link: https://www.econbiz.de/10008859421
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6
Modeling the dynamics of credit spreads with stochastic volatility
Jacobs, Kris
;
Li, Xiaofei
- In:
Management science : journal of the Institute for …
54
(
2008
)
6
,
pp. 1176-1188
Persistent link: https://www.econbiz.de/10003737492
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7
Organic farms' seasonal farm labour-sourcing strategies in the pre-"Arizona" mode of immigration control
Escalante, Cesar L.
;
Wu, Ya
;
Li, Xiaofei
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 341-346
Persistent link: https://www.econbiz.de/10011430583
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8
Pre-recession efficiencies and input allocation decisions of agricultural and critically insolvent banks
Li, Xiaofei
;
Brewer, Brady
;
Escalante, Cesar
- In:
Applied economics
50
(
2018
)
32
,
pp. 3515-3531
Persistent link: https://www.econbiz.de/10012038693
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9
Subsidy incidence in the presence of Bertrand suppliers of complementary inputs : a U.S. agricultural example
Kelly, Abby
;
Coatney, Kalyn T.
;
Li, Xiaofei
;
Coble, Keith H.
- In:
Journal of industry, competition and trade : from …
20
(
2020
)
3
,
pp. 479-501
Persistent link: https://www.econbiz.de/10012299228
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10
Agricultural lending and early warning models of bank failures for the late 2000s Great Recession
Li, Xiaofei
;
Escalante, Cesar L.
;
Epperson, James E.
; …
- In:
Agricultural finance review
73
(
2013
)
1
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pp. 119-135
Persistent link: https://www.econbiz.de/10009782119
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