Xuewei Yang

Finance · 2010–2011

A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xuewei Yang trusts

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

  1. Joseph Abate (in Computational Mechanics)
  2. Marek Rutkowski (in Finance)
  3. Tomasz R. Bielecki (in Finance)
  4. Vadim Linetsky (in Finance)

Papers from Xuewei Yang's perspective

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

  1. Credit Risk: Modeling, Valuation And Hedging
  2. Comparison of sequence accelerators forthe Gaver method of numerical Laplace transform inversion
  3. Representations of the First Hitting Time Density of an Ornstein-Uhlenbeck Process
  4. The Pricing of Options and Corporate Liabilities
  5. Markov Processes: Characterization and Convergence
  6. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  7. On Default Correlation: A Copula Function Approach
  8. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
  9. Martingale Methods in Financial Modelling
  10. Interest Rate Models

Their papers