Author Info
Name
Affiliation
Papers
YUE XIE
Univ Hong Kong, Dept Math, Hong Kong, Hong Kong, Peoples R China
2
Collaborators
Citations 
PageRank 
5
2
0.79
Referers 
Referees 
References 
4
0
0
Title
Citations
PageRank
Year
Optimal portfolios with maximum Value-at-Risk constraint under a hidden Markovian regime-switching model.20.462016
On pricing and hedging basket credit derivatives with dependent structure00.342014