Mingxin Xu
Finance · 2004–2006
A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 8 researchers here, as inferred from the citation graph.
Subfields
- Finance — 23 citations into it; #2,742 of 10,518 by trust here, #6,419 by citations
- Economics and Econometrics — 14 citations into it; #5,907 of 23,481 by trust here, #15,581 by citations
- Management Science and Operations Research — 11 citations into it; #4,665 of 11,946 by trust here, #9,383 by citations
Whom Mingxin Xu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Marco Frittelli
- Fabio Bellini
- Hans Föllmer
- Vicky Henderson
- Pauline Barrieu
- Yoshio Miyahara
- Alexander Schied
- Peter P. Carr
- R. Tyrrell Rockafellar
- Marek Musiela
Who trusts Mingxin Xu overall
- Bernt Øksendal
- Jean-Pierre Fouque 3
- Agnès Sulem
- Martin Schweizer
- Chuan-Hsiang Han
- Ernst Eberlein
- Susanne Klöppel
- Antonis Papapantoleon
Papers from Mingxin Xu's perspective
Ordered by how strongly the researchers Mingxin Xu trusts endorse each paper. Same corpus, a different order for every researcher.
- The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
- Convex measures of risk and trading constraints (Finance and Stochastics)
- An example of indifference prices under exponential preferences (Finance and Stochastics)
- Pricing and hedging in incomplete markets
- ON UTILITY‐BASED PRICING OF CONTINGENT CLAIMS IN INCOMPLETE MARKETS
- Stochastic Finance: An Introduction in Discrete Time
- Inf-convolution of risk measures and optimal risk transfer (Finance and Stochastics)
- On the Existence of Minimax Martingale Measures
- Optimal investment in incomplete markets when wealth may become negative
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION
Their papers
- Pricing Asian options in a semimartingale model (2004) — 103 citations
- Risk measure pricing and hedging in incomplete markets (2006) — 108 citations