Weidong Xu

Finance · 2009–2017

A researcher in the Science corpus: 3 papers; trusts 3 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Finance — 31 citations into it; #8,524 of 10,518 by trust here, #9,371 by citations

Whom Weidong Xu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Tomasz R. Bielecki
2. V. Chavez‐Demoulin
3. J. D. da Fonseca
4. Steven Kou

Who trusts Weidong Xu overall

1. Foad Shokrollahi

Papers from Weidong Xu's perspective

Ordered by how strongly the researchers Weidong Xu trusts endorse each paper. Same corpus, a different order for every researcher.

1. The Pricing of Options and Corporate Liabilities
2. Post-'87 crash fears in the S&P 500 futures option market
3. Credit Risk: Modeling, Valuation And Hedging
4. The jump-risk premia implicit in options: evidence from an integrated time-series study $
5. The Impact of Jumps in Volatility and Returns
6. Pricing vulnerable European options when the option's payoff can increase the risk of financial distress
7. The Costs of Bankruptcy: Chapter 7 Liquidation versus Chapter 11 Reorganization
8. High-frequency financial data modeling using Hawkes processes
9. Hawkes Process: Fast Calibration, Application to Trade Clustering, and Diffusive Limit (Journal of futures markets)
10. The costs of bankruptcy: A review

Their papers

• Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation (2011) — 98 citations
• Pricing Vulnerable Options with Jump Clustering (2017) — 60 citations
• A jump-diffusion model for option pricing under fuzzy environments (2009) — 60 citations