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GND: 141736860


Click on a term to reduce result list Information symbol The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.

option pricing theoryjump diffusionstochastischer prozessstochastic processvolatility priceprice elasticityportfolio managementportfolio selectionreserve managementreflected brownianbrownian motionpassage timemarket bubblepassage problemsproblems reflecteddiffusion processesdiffusion modelrate targetzone realignmenthitting timetime densitydensity reflectedhedging ratiounskilled investorsrhep overalloverall driftdrift discountdiscount rateoption tradingbehavioural financeleverage doubledouble edgededged swordsword deltadelta hedginghedging volatilityelasticity stepstep approachwinners loserslosers regulatorsregulators derivativesderivatives marketbubble computationalcomputational approachapproach passagereflected hyperhyper exponentialexponential jumpinnovation succeedsucceed cateringcatering behavioralbehavioral preferencespreferences evidenceevidence callablecallable optionsoptions marketmarket internationalinternational reservemanagement driftswitching reflectedreflected jumpderivative pricingpricing basedtarget zonemarkov modulatedjump diffusionsoption pricinglong runmv hedgingbrokerage datalaplace transformrhep passageexpected cumulativereserve processnumerical resultstime varyingrate bufferbuffer sizesize jumpdefault riskrisk harahara utilityutility lévylévy riskrisk modelrisk fails
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Years of publications: 2010 - 2024

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Xuewei Yang


Alternative spellings:
X. Yang
Yang Xuewei
Yang Xuewei

Biblio: School of Management and Engineering, Nanjing University, China ; Management and Engineering, Nanjing University, China ; School of Mathematical Sciences, Nankai Univ., Tianjin, China; Teda Inst. of Computational Finance, Nankai Univ.

External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • Open Researcher and Contributor ID (ORCID)
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    1
      2024
    1
      2023
    4
      2021
    2
      2020
    2
      2018
    1
      2017
    1
      2016
    1
      2014
    1
      2013
    2
      2012
    4
      2011
    1
      2010

    Series