Wei Xu - Publications, H-index & Citations

Wei Xu

National University of Singapore

15H指数

62论文数

709被引数

收录论文 8

发表时间

Exact simulation of the 3/2 stochastic volatility model with stochastic jump intensity 3/2随机波动率模型及其随机跳跃强度的精确模拟

INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS

IF1.3

2025-09-01

PREAI

Wang, Kunlun; Ma, Junmei; Xu, Wei

Resignation of independent directors, restructuring of political ties, and the introduction of state-owned capital in private enterprises: Evidence from China 独立董事的辞职、政治关联的重构以及国有资本在私营企业中的引入：来自中国的证据

International Review of Financial Analysis

IF9.8

2025-06-06

PREAI

Cao Wei; Xu Wei; Zhao Can

A new lattice approach for risk-minimization hedging under generalized autoregressive conditional heteroskedasticity models

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2025-03-01

OAAI

Ma, Junmei; Wang, Chen; Xu, Wei

Detecting bots in social-networks using node and structural embeddings 使用节点和结构嵌入检测社交网络中的机器人

JOURNAL OF BIG DATA

IF6.4

2023-07-19

OAAI

Dehghan, Ashkan; Siuta, Kinga; Skorupka, Agata; Dubey, Akshat; Betlen, Andrei; Miller, David; Xu, Wei; Kaminski, Bogumil; Pralat, Pawel

Implied volatility surface construction for commodity futures options traded in China

RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE

IF6.9

2022-10-01

PREAI

Xu, Wei; Evic, Aleksandar; Sevic, Zeljko

Price of climate risk hedging under uncertainty

TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

IF13.3

2021-04-01

OAAI

Rubtsov, Alexey; Xu, Wei; Sevic, Aleksandar; Sevic, Zeljko

Efficient willow tree method for variable annuities valuation and risk management

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2020-03-01

PREAI

Dong, Bing; Xu, Wei; Sevic, Aleksandar; Sevic, Zeljko

Ownership structure and the diversification and performance of publicly-listed companies in China

BUSINESS HORIZONS

IF7

2008-11-01

PREAI

Delios, Andrew; Zhou, Nan; Xu, Wei Wei

研究方向