E-LIB Suche - Ergebnisse für: Xiao, Wei-lin

1

Itô-Taylor Expansion Method of European Spread Option Prici..:

Wang, Ge ; Lu, Yu-xuan ; Zhou, Qing.
Acta Mathematicae Applicatae Sinica, English Series. , 2024

2

Is the nonlinear hedge of options more effective?—Evidence ..:

Yu, Xiao-Jian ; Wang, Zi-Ling ; Xiao, Wei-Lin
The North American Journal of Economics and Finance. 54 (2020) - p. 100916 , 2020

Link: https://doi.org/10.1016/..

3

Discrimination of vertebral fragility fracture with lumbar ..:

Mao, Yi-Fan ; Zhang, Yong ; Li, Kai...
Journal of Orthopaedic Translation. 16 (2019) - p. 33-39 , 2019

Link: https://doi.org/10.1016/..

4

Fuzzy pricing of geometric Asian options and its algorithm:

Zhang, Wei-Guo ; Xiao, Wei-Lin ; Kong, Wen-Tao.
Applied Soft Computing. 28 (2015) - p. 360-367 , 2015

Link: https://doi.org/10.1016/..

5

Parameter identification in mixed Brownian–fractional Brown..:

Zhang, Pu ; Sun, Qi ; Xiao, Wei-Lin
Economic Modelling. 40 (2014) - p. 314-319 , 2014

Link: https://doi.org/10.1016/..

6

Parameter identification for fractional Ornstein–Uhlenbeck ..:

Zhang, Pu ; Xiao, Wei-lin ; Zhang, Xi-li.
Economic Modelling. 36 (2014) - p. 198-203 , 2014

Link: https://doi.org/10.1016/..

7

The impact of issuing warrant and debt on behavior of the f..:

Xiao, Wei-Lin ; Zhang, Wei-Guo ; Yao, Zheng.
Economic Modelling. 31 (2013) - p. 635-641 , 2013

Link: https://doi.org/10.1016/..

8

Pricing model for equity warrants in a mixed fractional Bro..:

Xiao, Wei-Lin ; Zhang, Wei-Guo ; Zhang, Xili.
Physica A: Statistical Mechanics and its Applications. 391 (2012) 24 - p. 6418-6431 , 2012

Link: https://doi.org/10.1016/..

9

The double exponential jump diffusion model for pricing Eur..:

Zhang, Li-Hua ; Zhang, Wei-Guo ; Xu, Wei-Jun.
Economic Modelling. 29 (2012) 3 - p. 780-786 , 2012

Link: https://doi.org/10.1016/..

10

Maximum-likelihood estimators in the mixed fractional Brown..:

Xiao, Wei-Lin ; Zhang, Wei-Guo ; Zhang, Xi-Li
Statistics. 45 (2011) 1 - p. 73-85 , 2011

Link: https://doi.org/10.1080/..

11

Evaluating methods of investment project and optimizing mod..:

Zhang, Wei-Guo ; Mei, Qin ; Lu, Qian.
Computers & Industrial Engineering. 61 (2011) 3 - p. 721-728 , 2011

Link: https://doi.org/10.1016/..

12

A possibilistic portfolio adjusting model with new added as..:

Zhang, Wei-Guo ; Xiao, Wei-Lin ; Xu, Wei-Jun
Economic Modelling. 27 (2010) 1 - p. 208-213 , 2010

Link: https://doi.org/10.1016/..

13

Pricing currency options in a fractional Brownian motion wi..:

Xiao, Wei-Lin ; Zhang, Wei-Guo ; Zhang, Xi-Li.
Economic Modelling. 27 (2010) 5 - p. 935-942 , 2010

Link: https://doi.org/10.1016/..

14

Equity warrants pricing model under Fractional Brownian mot..:

Zhang, Wei-Guo ; Xiao, Wei-Lin ; He, Chun-Xiong
Expert Systems with Applications. 36 (2009) 2 - p. 3056-3065 , 2009

Link: https://doi.org/10.1016/..

15

Portfolio selection under possibilistic mean–variance utili..:

Zhang, Wei-Guo ; Zhang, Xi-Li ; Xiao, Wei-Lin
European Journal of Operational Research. 197 (2009) 2 - p. 693-700 , 2009

Link: https://doi.org/10.1016/..