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 | 0 | 3 | 47 |
| Total Working Papers | 0 | 0 | 0 | 11 | 0 | 0 | 3 | 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 | 0 | 3 | 80 |
| Markov-modulated jump-diffusions for currency option pricing | 0 | 0 | 0 | 50 | 0 | 1 | 5 | 193 |
| Optimal Investment and Consumption with Default Risk: HARA Utility | 0 | 0 | 0 | 12 | 0 | 0 | 2 | 61 |
| Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes | 0 | 0 | 0 | 6 | 0 | 0 | 1 | 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 | 2 | 69 |
| Total Journal Articles | 0 | 0 | 1 | 117 | 0 | 2 | 16 | 548 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail