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Xia, Weixuan

  1. Power-type derivatives for rough volatility with jumps
    2020/08/24 by Wang, Liang, Xia, Weixuan · 1 citation
    Economics, Econometrics and Finance · #60E10 #60G22 #60J76 #FOS: Economics and business #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Pricing of Securities (q-fin.PR) #Stochastic processes and financial applications
  2. Optimal Consumption--Investment Problems under Time-Varying Incomplete Preferences
    2023/12/01 by Weixuan Xia, Xia, Weixuan · 1 citation
    Economics, Econometrics and Finance · #Economic theories and models