Weilin Xiao

Available identifiers

zbMath Open xiao.weilinMaRDI QIDQ6168748

List of research outcomes

Publication	Date of Publication	Type
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random	2024-01-23	Paper
Mixed sub-fractional Brownian motion and drift estimation of related Ornstein-Uhlenbeck process	2023-07-11	Paper
Maximum likelihood estimation for mixed fractional Vasicek processes	2020-03-30	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Weilin Xiao