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 2 4 47
Total Working Papers 0 0 0 11 0 2 4 47


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 16 0 0 2 60
Lévy risk model with two-sided jumps and a barrier dividend strategy 0 0 1 10 0 1 3 80
Markov-modulated jump-diffusions for currency option pricing 0 0 0 50 0 1 3 190
Optimal Investment and Consumption with Default Risk: HARA Utility 0 0 1 12 1 2 4 61
Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes 0 0 0 6 0 0 2 37
Some integral functionals of reflected SDEs and their applications in finance 0 0 0 13 0 0 1 48
The Hitting Time Density for a Reflected Brownian Motion 0 0 0 10 0 1 1 68
Total Journal Articles 0 0 2 117 1 5 16 544


Statistics updated 2025-03-03