Personal Details
First Name: Mingxin
Middle Name:
Last Name: Xu
Suffix:
RePEc Short-ID: pxu35
Email:
Homepage:
http://www.math.uncc.edu/~mxu2
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML,
plain text,
BibTeX,
RIS (EndNote),
ReDIF
Working papers
- Lee, Kiseop & Xu, Mingxin, 2007.
"Parameter estimation from multinomial trees to jump diffusions with k means clustering,"
MPRA Paper
3307, University Library of Munich, Germany, revised 26 Apr 2007.
[Downloadable!]
- Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007.
"Tradable measure of risk,"
MPRA Paper
5059, University Library of Munich, Germany.
[Downloadable!]
- Mingxin Xu, 2004.
"Risk Measure Pricing and Hedging in Incomplete Markets,"
Finance
0406004, EconWPA, revised 06 Apr 2005.
[Downloadable!]
Published as:
Articles
- Mingxin Xu, 2006.
"Risk measure pricing and hedging in incomplete markets,"
Annals of Finance,
Springer, vol. 2(1), pages 51-71, January.
[Downloadable!] (restricted)
Other versions:
NEP Fields
3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-CFN: Corporate Finance (1) 2004-06-13 Author is listed
- NEP-ECM: Econometrics (1) 2007-05-26 Author is listed
- NEP-FIN: Finance (1) 2004-06-13 Author is listed
- NEP-RMG: Risk Management (1) 2007-10-06 Author is listed
Did you know? There is a This page was last updated on 2008-5-7.