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Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing - In: Journal of economic dynamics & control 22 (1998) 7, pp. 1001-1026
Persistent link: https://www.econbiz.de/10001243970
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Sensitivity analysis in Monte Carlo Simulation of stochastic activity networks
Fu, Michael - In: Perspectives in operations research : papers in honor …, (pp. 351-366). 2006
Persistent link: https://www.econbiz.de/10003674859
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Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin; Chi, Guotai; Pan, Ancheng - In: The journal of risk model validation 18 (2024) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
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Instance-dependent misclassification cost-sensitive learning for default prediction
Xing, Jin; Chi, Guotai; Pan, Ancheng - In: Research in international business and finance 69 (2024), pp. 1-15
Persistent link: https://www.econbiz.de/10015052446
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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. 255-273
Persistent link: https://www.econbiz.de/10001444170
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The existence of equilibrium in a financial market with transaction costs
Jin, Xing; Milne, Frank - 1999
Persistent link: https://www.econbiz.de/10001491272
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Existence and uniqueness of optimal consumption and portfolio rules in a continuous-time finance model with habit formation and without short sales
Jin, Xing - In: Journal of mathematical economics 28 (1997) 2, pp. 187-205
Persistent link: https://www.econbiz.de/10001229066
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Optimal investment in derivative securities
Carr, Peter; Jin, Xing; Madan, Dilip B. - In: Finance and stochastics 5 (2001) 1, pp. 33-59
Persistent link: https://www.econbiz.de/10001553046
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Optimal importance sampling in securities pricing
Su, Yi; Fu, Michael - In: The journal of computational finance 5 (2002) 4, pp. 27-50
Persistent link: https://www.econbiz.de/10001695832
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Pricing continuous Asian options : a comparison of Monte Carlo and Laplace transform inversion methods
Fu, Michael; Madan, Dilip B.; Wang, Tong - In: The journal of computational finance 2 (1998/1999) 2, pp. 49-74
Persistent link: https://www.econbiz.de/10001633397