IDEAS home Printed from https://ideas.repec.org/e/pxi161.html
   My authors  Follow this author

Weixuan Xia

Personal Details

First Name:Weixuan
Middle Name:
Last Name:Xia
Suffix:
RePEc Short-ID:pxi161
[This author has chosen not to make the email address public]

Affiliation

Questrom School of Business
Boston University

Boston, Massachusetts (United States)
http://www.bu.edu/questrom/
RePEc:edi:sombuus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zhe Fei & Weixuan Xia, 2022. "Regulating stochastic clocks," Papers 2205.00383, arXiv.org, revised Jul 2023.
  2. Liang Wang & Weixuan Xia, 2020. "Power-type derivatives for rough volatility with jumps," Papers 2008.10184, arXiv.org, revised Nov 2021.

Articles

  1. Liang Wang & Weixuan Xia, 2022. "Power‐type derivatives for rough volatility with jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1369-1406, July.
  2. Weixuan Xia, 2020. "The average of a negative-binomial Lévy process and a class of Lerch distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(4), pages 1008-1024, February.
  3. Weixuan Xia, 2020. "On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1389-1413, September.
  4. Jiang Zhengjun & Xia Weixuan, 2018. "Volatility Modeling with Leverage Effect under Laplace Errors," Journal of Time Series Econometrics, De Gruyter, vol. 10(1), pages 1-29, January.
  5. Weihe Wang & Weixuan Xia, 2017. "Empirical Modeling for the Spot Price of Gold Based on Influencing Factors," Applied Economics and Finance, Redfame publishing, vol. 4(3), pages 129-140, May.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Liang Wang & Weixuan Xia, 2020. "Power-type derivatives for rough volatility with jumps," Papers 2008.10184, arXiv.org, revised Nov 2021.

    Cited by:

    1. Weixuan Xia, 2023. "Set-valued stochastic integrals for convoluted L\'{e}vy processes," Papers 2312.01730, arXiv.org.
    2. Boyi Li & Weixuan Xia, 2024. "Crypto Inverse-Power Options and Fractional Stochastic Volatility," Papers 2403.16006, arXiv.org.

Articles

  1. Liang Wang & Weixuan Xia, 2022. "Power‐type derivatives for rough volatility with jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1369-1406, July.
    See citations under working paper version above.Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PAY: Payment Systems and Financial Technology (1) 2022-06-27. Author is listed
  2. NEP-RMG: Risk Management (1) 2020-09-21. Author is listed

Corrections

All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Weixuan Xia should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.