Xuewei Yang

Xuewei Yang

Nanjing University - Nanjing / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 695269
南京大学
person_outline Xuewei Yang's MOST POPULAR ARTICLES
1-) Markov-modulated jump–diffusions for currency option pricingL Bo, Y Wang, X YangInsurance: Mathematics and Economics 46 (3), 461-469, 2010772010
2-) Can Financial Innovation Succeed by Catering to Behavioral Preferences? Evidence from a Callable Options MarketX Li, A Subrahmanyam, X YangJournal of Financial Economics (JFE), 2017532017
3-) Some integral functionals of reflected SDEs and their applications in financeL Bo, Y Wang, X YangQuantitative Finance 11 (3), 343-348, 2011442011
4-) An optimal portfolio problem in a defaultable marketL Bo, Y Wang, X YangAdvances in Applied Probability 42 (3), 689-705, 2010492010
5-) On the conditional default probability in a regulated market: a structural approachL Bo, D Tang, Y Wang, X YangQuantitative Finance 11 (12), 1695-1702, 2011462011