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A jump-diffusion model for option pricing under fuzzy environments

Xu, Weidong; Wu, Chongfeng; Xu, Weijun; Li, Hongyi - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 337-344

Persistent link: https://www.econbiz.de/10009517630

A jump-diffusion approach to modelling vulnerable option pricing

Xu, Weidong; Xu, Weijun; Li, Hongyi; Xiao, Weilin - In: Finance research letters 9 (2012) 1, pp. 48-56

Persistent link: https://www.econbiz.de/10009575333

A robust general equilibrium stochastic volatility model with recursive preference investors

Xu, Weidong; Li, Hongyi; Wu, Chongfeng - In: Annals of economics and finance 12 (2011) 2, pp. 217-231

Persistent link: https://www.econbiz.de/10009425023

Robust general equilibrium under stochastic volatility model

Xu, Weidong; Wu, Chongfeng; Li, Hongyi - In: Finance research letters 7 (2010) 4, pp. 224-231

Persistent link: https://www.econbiz.de/10009272750

Effects of higher order moments on the newsvendor problem

Sun, Qi; Dong, Yucheng; Xu, Weidong - In: International journal of production economics 146 (2013) 1, pp. 167-177

Persistent link: https://www.econbiz.de/10010221648

Stochastic control model for R&D race in a mixed duopoly with spillovers and knowledge stocks

Wang, Jingjing; Leung, Chi Man; Kwok, Yue-Kuen - In: Decisions in economics and finance : DEF ; a journal of … 38 (2015) 2, pp. 177-195

Persistent link: https://www.econbiz.de/10011342182

Stochastic Control Model for R&D Race in a Mixed Duopoly with Spillovers and Knowledge Stocks

Wang, Jingjing - 2014

We consider the stochastic control model with finite time horizon for a mixed duopoly R&D (Research and Development) race between the profit-maximizing private firm and welfare maximizing public firm. In our two-firm stochastic control R&D race model, the stochastic control variable is taken to...

Persistent link: https://www.econbiz.de/10013050977