Mingxin Xu : Citation Profile

Are you Mingxin Xu?

2

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2004 - 2013). See details.
   Cites by year: 5
   Journals where Mingxin Xu has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu35
   Updated: 2019-09-14    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)

Vo, Duc (1)

Pallavicini, Andrea (1)

Pham, Thach (1)

Gospodinov, Nikolay (1)

Ewald, Christian-Oliver (1)

Papapostolou, Nikos (1)

Cites to:

Acerbi, Carlo (6)

Schied, Alexander (4)

Artzner, Philippe (4)

Tasche, Dirk (3)

Kondor, Imre (2)

Ruszczynski, Andrzej (2)

Riedel, Frank (2)

Shapiro, Alexander (2)

Han, Chuan-Hsiang (1)

Zhou, Guofu (1)

Neumann, Dimitri (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 (2018 and 2017)

YearTitle of citing document
2019Securities Lending Strategies: Valuation of Term Loans using Option Theory. (2018). Kashyap, Ravi. In: Papers. RePEc:arx:papers:1609.01274.

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2017Asymptotics for the Discrete-Time Average of the Geometric Brownian Motion and Asian Options. (2017). Pirjol, Dan ; Zhu, Lingjiong. In: Papers. RePEc:arx:papers:1706.09659.

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2018Deep Hedging. (2018). Buhler, Hans ; Wood, Ben ; Teichmann, Josef ; Gonon, Lukas. In: Papers. RePEc:arx:papers:1802.03042.

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2019Optimal hedging under fast-varying stochastic volatility. (2018). Garnier, Josselin ; Solna, Knut. In: Papers. RePEc:arx:papers:1810.08337.

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2017Equal risk pricing under convex trading constraints. (2017). Guo, Ivan ; Zhu, Song-Ping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:76:y:2017:i:c:p:136-151.

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2019Hedging parameter risk. (2019). Schmelzle, Martin ; Rosch, Daniel ; Claussen, Arndt . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:111-121.

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2017News sentiment and jumps in energy spot and futures markets. (2017). Dokumentov, Alexander ; Rotaru, Kristian ; Maslyuk-Escobedo, Svetlana. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:186-210.

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2018Do Nonparametric Measures of Extreme Equity Risk Change the Parametric Ordinal Ranking? Evidence from Asia. (2018). Vo, Duc ; Pham, Thach ; Powell, Robert J. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:121-:d:175543.

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2017Analysis of variance based instruments for Ornstein–Uhlenbeck type models: swap and price index. (2017). Issaka, Aziz ; Sengupta, Indranil. In: Annals of Finance. RePEc:kap:annfin:v:13:y:2017:i:4:d:10.1007_s10436-017-0302-3.

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2018On the implied market price of risk under the stochastic numéraire. (2018). Dokuchaev, Nikolai. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:2:d:10.1007_s10436-017-0315-y.

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2017A unified approach for the pricing of options relating to averages. (2017). Funahashi, Hideharu ; Kijima, Masaaki. In: Review of Derivatives Research. RePEc:kap:revdev:v:20:y:2017:i:3:d:10.1007_s11147-017-9128-4.

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2018Market consistent valuations with financial imperfection. (2018). Gospodinov, Nikolay ; Assa, Hirbod. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:1:d:10.1007_s10203-018-0207-2.

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2017Risk based capital for guaranteed minimum withdrawal benefit. (2017). Feng, Runhuan ; Vecer, Jan. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:3:p:471-478.

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2017GOOD DEAL BOUNDS WITH CONVEX CONSTRAINTS. (2017). Arai, Takuji. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:02:n:s021902491750011x.

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Works by Mingxin Xu:

YearTitleTypeCited
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion In: Papers.
[Full Text][Citation analysis]		paper1
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion.(2013) In: Risks.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		article
2006Risk measure pricing and hedging in incomplete markets In: Annals of Finance.
[Full Text][Citation analysis]		article23
2005Risk Measure Pricing and Hedging in Incomplete Markets.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 23		paper
2010Minimizing Conditional Value-at-Risk under Constraint on Expected Value In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Parameter estimation from multinomial trees to jump diffusions with k means clustering In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Tradable measure of risk In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009A continuous-time search model with job switch and jumps In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article0
2004Pricing Asian options in a semimartingale model In: Quantitative Finance.
[Full Text][Citation analysis]		article26

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