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Real options under a double exponential jump-diffusion model with regime switching and partial information
Luo, Pengfei; Xiong, Jie; Yang, Jinqiang; Yang, Zhaojun - In: Quantitative finance 19 (2019) 6, pp. 1061-1073
Persistent link: https://www.econbiz.de/10012194743
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Extension of SABR Libor Market Model to handle negative interest rates
Xiong, Jie; Deng, Geng; Wang, Xindong - In: Quantitative finance and economics 4 (2020) 1, pp. 148-171
Persistent link: https://www.econbiz.de/10012176741
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Stochastic ridesharing equilibrium problem with compensation optimization
Li, Tongfei; Xu, Min; Sun, Huijun; Xiong, Jie; Dou, Xueping - In: Transportation research / E : an international journal 170 (2023), pp. 1-32
Persistent link: https://www.econbiz.de/10014284809