Xia, Weixuan
- 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
- 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