Mingxin Xu : Citation Profile


Are you Mingxin Xu?

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H index

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i10 index

57

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2004 - 2013). See details.
   Cites by year: 6
   Journals where Mingxin Xu has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu35
   Updated: 2021-02-20    RAS profile: 2014-10-28    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mingxin Xu.

Is cited by:

Anthropelos, Michail (2)

Pham, Thach (1)

Powell, Robert (1)

Ewald, Christian-Oliver (1)

Tiwari, Aviral (1)

Papapostolou, Nikos (1)

Černý, Aleš (1)

Pallavicini, Andrea (1)

Pouliasis, Panos (1)

Vo, Duc (1)

Gospodinov, Nikolay (1)

Cites to:

Acerbi, Carlo (6)

Schied, Alexander (4)

Artzner, Philippe (4)

Tasche, Dirk (3)

Riedel, Frank (2)

Kondor, Imre (2)

Shapiro, Alexander (2)

Ruszczynski, Andrzej (2)

Кабанов, Юрий (1)

Huisman, Ronald (1)

Fabozzi, Frank (1)

Main data


Where Mingxin Xu has published?


Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Mingxin Xu (2021 and 2020)


YearTitle of citing document
2020Optimal hedging under fast-varying stochastic volatility. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1810.08337.

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2021Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651.

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2020Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443.

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2021Deep Hedging under Rough Volatility. (2021). Horvath, Blanka ; Zuric, Zan ; Teichmann, Josef. In: Papers. RePEc:arx:papers:2102.01962.

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2020Pricing arithmetic Asian options under jump diffusion CIR processes. (2020). Jang, Jiwook ; Park, Jong Jun. In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s1544612318305099.

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2020Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models. (2020). Kirkby, Lars J ; Nguyen, Duy. In: Annals of Finance. RePEc:kap:annfin:v:16:y:2020:i:3:d:10.1007_s10436-020-00366-0.

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Works by Mingxin Xu:


YearTitleTypeCited
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion In: Papers.
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paper3
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion.(2013) In: Risks.
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This paper has another version. Agregated cites: 3
article
2006Risk measure pricing and hedging in incomplete markets In: Annals of Finance.
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article24
2005Risk Measure Pricing and Hedging in Incomplete Markets.(2005) In: Finance.
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This paper has another version. Agregated cites: 24
paper
2010Minimizing Conditional Value-at-Risk under Constraint on Expected Value In: MPRA Paper.
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2007Parameter estimation from multinomial trees to jump diffusions with k means clustering In: MPRA Paper.
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2007Tradable measure of risk In: MPRA Paper.
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2009A continuous-time search model with job switch and jumps In: Mathematical Methods of Operations Research.
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article0
2004Pricing Asian options in a semimartingale model In: Quantitative Finance.
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article30

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