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When should venture capitalists exit their investee companies?
Li, Xun; Hwee Huat Tan; Wilson, Craig; Wu, Zhenyu - In: International journal of managerial finance : IJMF 9 (2013) 4, pp. 351-364
Persistent link: https://www.econbiz.de/10010127378
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A state-space partitioning method for pricing high-dimensional American-style options
Jin, Xing; Hwee Huat Tan; Sun, Junhua - In: Mathematical finance : an international journal of … 17 (2007) 3, pp. 399-426
Persistent link: https://www.econbiz.de/10003626559
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Corporate risk management and investment decisions
Li, Xun; Wu, Zhenyu - In: Journal of risk finance : the convergence of financial … 10 (2009) 2, pp. 155-168
Persistent link: https://www.econbiz.de/10009523751
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On an approximation method for pricing a high-dimensional basket options on assets with mean-reverting prices
Li, Xun; Wu, Zhenyu - In: Computers & operations research : and their … 35 (2008) 1, pp. 76-89
Persistent link: https://www.econbiz.de/10003665818
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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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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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Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions
Jin, Xing; Yang, Cheng-Yu - In: International review of financial analysis 44 (2016), pp. 65-77
Persistent link: https://www.econbiz.de/10011623807
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Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix
Hong, Yi; Jin, Xing - In: European journal of operational research : EJOR 265 (2018) 1, pp. 389-398
Persistent link: https://www.econbiz.de/10011805508
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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