Publication Search Results
Exact matches for:
- Author = Xiao Y [web profile page]
1.
Ewald CO, Xiao Y
Christian-Oliver Ewald, Yajun Xiao:
Information: Price and impact on general welfare and optimal investment. An anticipative stochastic differential game model,
Advances in Applied Probability,
43
(2011),
no. 1,
97–120.
2.
Yang Z, Ewald CO, Xiao Y
Zhaojun Yang; Christian-Oliver Ewald; Yajun Xiao:
Implied volatility from Asian options Via Monte Carlo Methods,
International Journal of Theoretical and Applied Finance,
12
(2009),
no. 2,
153–178.
MR2522451
3.
Carr P, Ewald CO, Xiao Y
Peter Carr, Christian-Oliver Ewald, Yajun Xiao:
On the qualitative effect of volatility and duration on prices of Asian options,
Finance Research Letters,
5
(2008),
162–171.
4.
Ewald CO, Xiao Y
C O Ewald, Y Xiao:
Optimal portfolios in a competing-insiders market: An anticipated stochastic differential game model,
Proceedings of the second international conference on game theory and applications,
The Second Conference on Game Theory and Applications,
Hongwei Gao, Leon A. Petrosyan (eds.),
World Academic Union Ltd,
United Kingdom,
(2007),
310 pages.
ISBN 978-1846261664.
| Number of matches: 4 |