Research Explorer

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Researcher

Xianming Sun

Awards & Distinctions

6 Results

2017

Model risk and discretisation of locally risk-minimising strategies

Xianming SunThorsten SchulzAsma KhedherMichèle Vanmaele

A1 Journal Article in JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

Uncertainty quantification of derivative instruments

Xianming SunMichèle Vanmaele

A1 Journal Article in EAST ASIAN JOURNAL ON APPLIED MATHEMATICS

2016

Quantifying model uncertainty in financial markets

Xianming SunMichèle VanmaeleSiqing Gan

2015

Analytical approximation for distorted expectations

Xianming SunSiqing GanMichèle Vanmaele

A1 Journal Article in STATISTICS & PROBABILITY LETTERS

Comment: 'On approximating deep in-the-money Asian options under exponential Lévy processes'

Xianming SunDorien HaesenMichèle Vanmaele

A1 Journal Article in JOURNAL OF FUTURES MARKETS

2014

An efficient semi-analytical simulation for the Heston model

Xianming SunSiqing Gan

A1 Journal Article in COMPUTATIONAL ECONOMICS