Lee, Kiseop and Xu, Mingxin (2007): Parameter estimation from multinomial trees to jump diffusions with k means clustering.
Pospisil, Libor and Vecer, Jan and Xu, Mingxin (2007): Tradable measure of risk.
Li, Jing and Xu, Mingxin (2009): Minimizing Conditional Value-at-Risk under Constraint on Expected Value.
Contact us: mpra@ub.uni-muenchen.de
This repository has been built using EPrints software.
MPRA is a RePEc service hosted by .