Research output per year
Research output per year
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Dive into the research topics where Xuewei YANG is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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A Computational Approach to First Passage Problems of Reflected Hyperexponential Jump Diffusion Processes
CAI, N. & Yang, X., 2021, In: INFORMS Journal on Computing. 33, 1, p. 216-229Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
5 Citations (Scopus) -
Winners, losers, and regulators in a derivatives market bubble
LI, X., Subrahmanyam, A. & Yang, X., Jan 2021, In: Review of Financial Studies. 34, 1, p. 313-350Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
17 Citations (Scopus) -
Can financial innovation succeed by catering to behavioral preferences? Evidence from a callable options market
Li, X., Subrahmanyam, A. & Yang, X., Apr 2018, In: Journal of Financial Economics. 128, 1, p. 38-65Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
25 Citations (Scopus) -
International reserve management: a drift-switching reflected jump-diffusion model
CAI, N. & YANG, X., Jan 2018, In: Mathematical Finance. 28, 1, p. 409-446Research output: Journal Publications and Reviews › RGC 21 - Publication in refereed journal › peer-review
8 Citations (Scopus) -
Sovereign CDS Spreads with Credit Rating
Li, H., LI, T. & Yang, X., Jan 2017.Research output: Conference Papers › RGC 32 - Refereed conference paper (without host publication) › peer-review