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CUI Xuecan

Main Referenced Co-authors
SCHILTZ, Jean  (2)
Main Referenced Keywords
Asset Pricing (1); Jump Processes (1); Tail Risk (1);
Main Referenced Unit & Research Centers
ULHPC - University of Luxembourg: High Performance Computing (1)
Main Referenced Disciplines
Finance (3)
Mathematics (1)

Publications (total 3)

The most downloaded
111 downloads
Cui, X., & Schiltz, J. (15 July 2016). Asset Pricing Models with Underlying Time-varying Lévy Processes [Paper presentation]. 9th World Congress of the Bachelier Finance Society, New York, United States. https://hdl.handle.net/10993/28233

Cui, X. (2017). Essays on Asset Pricing Models with Jump Processes [Doctoral thesis, Unilu - University of Luxembourg]. ORBilu-University of Luxembourg. https://orbilu.uni.lu/handle/10993/33465

Cui, X., & Schiltz, J. (15 July 2016). Asset Pricing Models with Underlying Time-varying Lévy Processes [Paper presentation]. 9th World Congress of the Bachelier Finance Society, New York, United States.

Cui, X., & Schiltz, J. (09 July 2015). Asset Pricing Models with Underlying Time-varying Lévy Processes [Paper presentation]. Stochastics & Computational Finance 2015, Lisboa, Portugal.

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