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 10 0 0 1 41
Total Working Papers 0 0 0 10 0 0 1 41


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 0 6 0 0 1 35
Lévy risk model with two-sided jumps and a barrier dividend strategy 0 0 0 7 0 1 4 64
Markov-modulated jump-diffusions for currency option pricing 0 0 1 47 0 0 5 179
Optimal Investment and Consumption with Default Risk: HARA Utility 0 0 0 10 0 0 1 49
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes 0 0 1 6 0 0 2 35
Some integral functionals of reflected SDEs and their applications in finance 0 0 0 12 0 1 1 45
The Hitting Time Density for a Reflected Brownian Motion 0 0 1 9 0 0 2 59
Total Journal Articles 0 0 3 97 0 2 16 466


Statistics updated 2020-09-04