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Yu Xing
Observed names:
Xing Yu,
Yu, Xing
Institution:
Central China Normal University
Observed institutions:
Ningbo University,
Nanjing Audit University,
China University of Mining and Technology,
Nanjing University of Science and Technology,
Central China Normal University,
Xiaohongshu (Little Red Book) (China)
show all 6
ORCID:
0000-0002-6882-0713
Observed ORCID:
0000-0002-6882-0713
OpenAlex ID:
A5072193722
Pricing vulnerable European options with dynamic correlation between market risk and credit risk
2020
·
Huawei Niu
, Yu Xing
, et al.
·
Journal of Management Science and Engineering
·
17
PDF
Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility
2014
·
Yu Xing
, Xiaoping Yang
·
Journal of Computational and Applied Mathematics
·
8
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process
2022
·
Yu Chen
, Yu Xing
·
Probability in the Engineering and Informational Sciences
·
5
Equilibrium Valuation of Currency Options Under a Discontinuous Model With Co-jumps
2020
·
Yu Xing
, Yuhua Xu
, et al.
·
Probability in the Engineering and Informational Sciences
·
5
Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process
2024
·
Yu Xing
, Wei Wang
, et al.
·
Communication in Statistics- Theory and Methods
·
3
Basket Credit Default Swap Pricing with Two Defaultable Counterparties
2022
·
Yu Chen
, Yu Xing
·
Discrete Dynamics in Nature and Society
·
3
PDF
Rethinking Reward Model Evaluation: Are We Barking up the Wrong Tree?
2024
·
Wen, Xueru
, Lou, Jie
, et al.
·
arXiv (Cornell University)
·
2
PDF
Laplace transform approach to option pricing for time-changed Brownian models
2015
·
Yu Xing
, Xiaoping Yang
·
Communications in Statistics - Simulation and Computation
·
2
Locally Risk-minimizing Hedging for European Contingent Claims Written on Non-tradable Assets With Common Jump Risk
2021
·
Xiaonan Su
, Yu Xing
, et al.
·
Probability in the Engineering and Informational Sciences
·
1
Testing of Heston’s Stochastic Volatility Models in China’s Emerging Index Options Market
2026
·
Pengshi Li
, Yan Lin
, et al.
·
Computational Economics
Does bid-ask spread explains the smile? On DVF and DML
2024
·
Pengshi Li
, Yan Lin
, et al.
·
Pacific-Basin Finance Journal
Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps
2022
·
Yu Xing
, Wei Wang
, et al.
·
Journal of Industrial and Management Optimization
PDF
Pricing and hedging for correlation options with regime switching and common jump risk
2022
·
Xiaonan Su
, Miao Han
, et al.
·
Communication in Statistics- Theory and Methods
Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
2019
·
Yu Xing
, Dingcheng Wang
, et al.
·
Communication in Statistics- Theory and Methods
Equilibrium pricing of currency options under a discontinuous model in a two-country economy
2015
·
Yu Xing
, Xiaoping Yang
·
Studies in Nonlinear Dynamics and Econometrics
Effect of Bi_2O_3 Content on the properties of Lead-free Glass in Aluminium Paste
2014
·
Yu Xing
·
China Ceramics
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Works count:
16
Citation count:
45
H-index:
4
I10-index:
1
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