Access Statistics for Xuewei YANG
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Credit derivatives pricing with default density term structure modelled by L\'evy random fields | 0 | 0 | 0 | 11 | 0 | 1 | 8 | 55 |
| Total Working Papers | 0 | 0 | 0 | 11 | 0 | 1 | 8 | 55 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| A note on transition density for the reflected Ornstein–Uhlenbeck process | 0 | 0 | 1 | 17 | 0 | 2 | 17 | 77 |
| Lévy risk model with two-sided jumps and a barrier dividend strategy | 0 | 0 | 0 | 10 | 0 | 0 | 16 | 96 |
| Markov-modulated jump-diffusions for currency option pricing | 0 | 1 | 1 | 51 | 0 | 2 | 18 | 213 |
| Optimal Investment and Consumption with Default Risk: HARA Utility | 0 | 0 | 0 | 12 | 1 | 2 | 6 | 67 |
| Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes | 0 | 0 | 0 | 6 | 0 | 2 | 11 | 48 |
| Some integral functionals of reflected SDEs and their applications in finance | 0 | 0 | 0 | 13 | 0 | 0 | 5 | 54 |
| The Hitting Time Density for a Reflected Brownian Motion | 0 | 0 | 0 | 10 | 0 | 0 | 6 | 76 |
| Total Journal Articles | 0 | 1 | 2 | 119 | 1 | 8 | 79 | 631 |
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