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The Second Fundamental Theorem...
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Jarrow, Robert A.
34
Madan, Dilip B.
22
Jin, Xing
10
Geman, Hélyette
6
Yor, Marc
6
Carr, Peter
5
Turnbull, Stuart M.
5
Chatterjea, Arkadev
3
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3
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
12
Finance and stochastics
6
Review of derivatives research
6
Journal of banking & finance
5
The journal of finance : the journal of the American Finance Association
3
The review of financial studies
3
Journal of financial and quantitative analysis : JFQA
2
Management science : journal of the Institute for Operations Research and the Management Sciences
2
The journal of business : B
2
The journal of fixed income
2
Australian economic papers
1
Energy conversion and management : ECM
1
European journal of operational research : EJOR
1
Financial management
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Insurance / Mathematics & economics
1
Journal of financial economics
1
Journal of financial education
1
Journal of financial services research : JFSR
1
Mathematics of operations research
1
Review of quantitative finance and accounting
1
The RMA-journal
1
The financial review : the official publication of the Eastern Finance Association
1
The journal of computational finance
1
The journal of credit risk : published quarterly by Incisive Media
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
The journal of financial research : a publ. of the School of Business Administration, Georgetown University
1
The journal of risk and insurance : the journal of the American Risk and Insurance Association
1
The review of economics and statistics
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OLC EcoSci
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9
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6
BASE
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ARTICLES - The Second Fundamental Theorem of Asset Pricing
Jarrow, Robert A.
;
Jin, Xing
;
Madan, Dilip B.
- In:
Mathematical finance : an international journal of …
9
(
1999
)
3
,
pp. 255-274
Persistent link: https://www.econbiz.de/10008218348
Saved in:
2
Optimal investment in derivative securities
Carr, Peter
;
Jin, Xing
;
Madan, Dilip B.
- In:
Finance and stochastics
5
(
2001
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10008217237
Saved in:
3
Probabilistic Error Bounds for Simulation Quantile Estimators
Jin, Xing
;
Fu, Michael C.
;
Xiong, Xiaoping
- In:
Management science : journal of the Institute for …
49
(
2003
)
2
,
pp. 230-246
Persistent link: https://www.econbiz.de/10006084824
Saved in:
4
A STATE-SPACE PARTITIONING METHOD FOR PRICING HIGH-DIMENSIONAL AMERICAN-STYLE OPTIONS
Jin, Xing
;
Tan, Hweehuat
;
Sun, Junhua
- In:
Mathematical finance : an international journal of …
17
(
2007
)
3
,
pp. 399-426
Persistent link: https://www.econbiz.de/10008221747
Saved in:
5
A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction
Jin, Xing
;
Li, Xun
;
Tan, Hwee Huat
;
Wu, Zhenyu
- In:
European journal of operational research : EJOR
231
(
2013
)
2
,
pp. 362-370
Persistent link: https://www.econbiz.de/10010155797
Saved in:
6
Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications
Jin, Xing
;
Zhang, Allen X.
- In:
The review of financial studies
25
(
2013
)
9
,
pp. 2877-2876
Persistent link: https://www.econbiz.de/10010114253
Saved in:
7
Reclaiming QuasiMonte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform
Jin, Xing
;
Zhang, Allen X.
- In:
Management science : journal of the Institute for …
52
(
2006
)
6
,
pp. 925-938
Persistent link: https://www.econbiz.de/10007263048
Saved in:
8
Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing
;
Zhang, Kun
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1733-1746
Persistent link: https://www.econbiz.de/10010094495
Saved in:
9
Estimating multiple option Greeks simultaneously using random parameter regression
Fu, Haifeng
;
Jin, Xing
;
Pan, Guangming
;
Yang, Yanrong
- In:
The journal of computational finance
16
(
2012
)
2
,
pp. 85-84
Persistent link: https://www.econbiz.de/10010062333
Saved in:
10
A new evaluation method for zeotropic refrigerant mixtures based on the variance of the temperature difference between the refrigerant and heat transfer fluid
Jin, Xing
;
Zhang, Xiaosong
- In:
Energy conversion and management : ECM
52
(
2011
)
1
,
pp. 243-250
Persistent link: https://www.econbiz.de/10008770069
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