3
H index
2
i10 index
57
Citations
Mingxin Xu : Citation Profile
| RESEARCH PRODUCTION: 4 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2004 - 2013). 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:
| Cites to:
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Main data
Where Mingxin Xu has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Mingxin Xu (2021 and 2020)
| Year | Title of citing document |
|---|---|
| 2020 | Optimal hedging under fast-varying stochastic volatility. (2019). Solna, Knut ; Garnier, Josselin. In: Papers. RePEc:arx:papers:1810.08337. Full description at Econpapers || Download paper |
| 2021 | Finance Without Brownian Motions: An Introduction To Simplified Stochastic Calculus. (2019). Ruf, Johannes ; Vcern, Alevs . In: Papers. RePEc:arx:papers:1912.03651. Full description at Econpapers || Download paper |
| 2020 | Hedging problems for Asian options with transactions costs. (2020). Shishkova, Alena ; Pergamenchtchikov, Serguei. In: Papers. RePEc:arx:papers:2001.01443. Full description at Econpapers || Download paper |
| 2021 | Deep Hedging under Rough Volatility. (2021). Horvath, Blanka ; Zuric, Zan ; Teichmann, Josef. In: Papers. RePEc:arx:papers:2102.01962. Full description at Econpapers || Download paper |
| 2020 | Pricing 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. Full description at Econpapers || Download paper |
| 2020 | Efficient 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. Full description at Econpapers || Download paper |
Works by Mingxin Xu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2013 | Optimal Dynamic Portfolio with Mean-CVaR Criterion In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Optimal Dynamic Portfolio with Mean-CVaR Criterion.(2013) In: Risks. [Full Text][Citation analysis] This paper has another version. Agregated cites: 3 | article | |
| 2006 | Risk measure pricing and hedging in incomplete markets In: Annals of Finance. [Full Text][Citation analysis] | article | 24 |
| 2005 | Risk Measure Pricing and Hedging in Incomplete Markets.(2005) In: Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 24 | paper | |
| 2010 | Minimizing Conditional Value-at-Risk under Constraint on Expected Value In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Parameter estimation from multinomial trees to jump diffusions with k means clustering In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Tradable measure of risk In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2009 | A continuous-time search model with job switch and jumps In: Mathematical Methods of Operations Research. [Full Text][Citation analysis] | article | 0 |
| 2004 | Pricing Asian options in a semimartingale model In: Quantitative Finance. [Full Text][Citation analysis] | article | 30 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2 2021. Contact: CitEc Team