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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
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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
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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
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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
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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