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Xuewei Yang

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This is information that was supplied by Xuewei Yang in registering through RePEc. If you are Xuewei Yang , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Xuewei
Middle Name:
Last Name: Yang
Suffix:

RePEc Short-ID: pya363

Email:
Homepage: http://www.math.uiuc.edu/~xwyang/
Postal Address:
Phone:

Affiliation

南京大学 (Nanjing University)
Homepage: http://www.nju.edu.cn/
Location: China, Nanjing

Works

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Working papers

  1. Lijun Bo & Ying Jiao & Xuewei Yang, 2011. "Credit derivatives pricing with default density term structure modelled by L\'evy random fields," Papers 1112.2952, arXiv.org.

Articles

  1. Lijun Bo & Xindan Li & Yongjin Wang & Xuewei Yang, 2013. "Optimal Investment and Consumption with Default Risk: HARA Utility," Asia-Pacific Financial Markets, Springer, vol. 20(3), pages 261-281, September.
  2. Bo, Lijun & Yang, Xuewei, 2012. "Sequential maximum likelihood estimation for reflected generalized Ornstein–Uhlenbeck processes," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1374-1382.
  3. Bo, Lijun & Song, Renming & Tang, Dan & Wang, Yongjin & Yang, Xuewei, 2012. "Lévy risk model with two-sided jumps and a barrier dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 280-291.
  4. Xing, Xiaoyu & Xing, Yongsheng & Yang, Xuewei, 2012. "A note on transition density for the reflected Ornstein–Uhlenbeck process," Statistics & Probability Letters, Elsevier, vol. 82(3), pages 586-591.
  5. Qin Hu & Yongjin Wang & Xuewei Yang, 2012. "The Hitting Time Density for a Reflected Brownian Motion," Computational Economics, Society for Computational Economics, vol. 40(1), pages 1-18, June.
  6. Lijun Bo & Yongjin Wang & Xuewei Yang, 2011. "Derivative Pricing Based On The Exchange Rate In A Target Zone With Realignment," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(06), pages 945-956.
  7. Bo, Lijun & Wang, Yongjin & Yang, Xuewei, 2010. "Markov-modulated jump-diffusions for currency option pricing," Insurance: Mathematics and Economics, Elsevier, vol. 46(3), pages 461-469, June.
  8. Lijun Bo & Yongjin Wang & Xuewei Yang, 2010. "Some integral functionals of reflected SDEs and their applications in finance," Quantitative Finance, Taylor & Francis Journals, vol. 11(3), pages 343-348.

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (2) 2011-12-19 2011-12-19. Author is listed

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