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H index
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i10 index
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Citations
Boston University | 1 H index 0 i10 index 2 Citations RESEARCH PRODUCTION: 5 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Weixuan Xia. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Papers / arXiv.org | 2 |
Year ![]() | Title of citing document ![]() |
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2024 | Set-valued stochastic integrals for convoluted L\{e}vy processes. (2023). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.01730. Full description at Econpapers || Download paper |
2024 | Crypto Inverse-Power Options and Fractional Stochastic Volatility. (2024). Xia, Weixuan ; Li, Boyi. In: Papers. RePEc:arx:papers:2403.16006. Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2021 | Power-type derivatives for rough volatility with jumps In: Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Power‐type derivatives for rough volatility with jumps.(2022) In: Journal of Futures Markets. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | Regulating stochastic clocks In: Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Volatility Modeling with Leverage Effect under Laplace Errors In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 0 |
2017 | Empirical Modeling for the Spot Price of Gold Based on Influencing Factors In: Applied Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2020 | On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift In: Methodology and Computing in Applied Probability. [Full Text][Citation analysis] | article | 0 |
2020 | The average of a negative-binomial Lévy process and a class of Lerch distributions In: Communications in Statistics - Theory and Methods. [Full Text][Citation analysis] | article | 0 |
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