Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics
Zhao, Pan, Xiao, Qingxian
Published in Journal of computational and applied mathematics (15.05.2016)
Published in Journal of computational and applied mathematics (15.05.2016)
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Journal Article
Dynamic mean-variance portfolio with a benchmark process and no-shorting constraints
Limin Liu, Qingxian Xiao
Published in 2011 International Conference on Business Management and Electronic Information (01.05.2011)
Published in 2011 International Conference on Business Management and Electronic Information (01.05.2011)
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Conference Proceeding
Risk-minimizing hedging strategies with restricted information and cost
Yang, Jianqi, Xiao, Qingxian
Published in Applied stochastic models in business and industry (01.07.2010)
Published in Applied stochastic models in business and industry (01.07.2010)
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Journal Article
Binomial Tree Methods for Option Pricing in the CEV Jump- Diffusion Process
Guojun, Yuan, Qingxian, Xiao
Published in International journal of research and reviews in computer science (01.12.2011)
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Published in International journal of research and reviews in computer science (01.12.2011)
Journal Article