Citation profile for Weixuan Xia

Weixuan Xia : Citation Profile

Boston University

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Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 0
   Journals where Weixuan Xia has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxi161
   Updated: 2026-02-07    RAS profile: 2022-07-02
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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 Weixuan Xia.

Is cited by:

Cites to:

Main data

Where Weixuan Xia has published?

Working Papers Series with more than one paper published	# docs
Papers / arXiv.org	2

Recent works citing Weixuan Xia (2025 and 2024)

Year	Title of citing document
2024	Set-valued stochastic integrals for convoluted L\{e}vy processes. (2024). Xia, Weixuan. In: Papers. RePEc:arx:papers:2312.01730. Full description at Econpapers \|\| Download paper
2025	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
2025	An Efficient Calibration Framework for Volatility Derivatives under Rough Volatility with Jumps. (2025). Wu, Keyuan ; Ouyang, Yuxuan ; Zhong, Tenghan. In: Papers. RePEc:arx:papers:2510.19126. Full description at Econpapers \|\| Download paper

Works by Weixuan Xia:

Year	Title	Type	Cited
2021	Power-type derivatives for rough volatility with jumps In: Papers. [Full Text][Citation analysis]	paper	3
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: 3	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