Xingye Yue

Soochow University

SCHOLARLY PAPERS

4

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614

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (4)

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1.

Calibration of Stochastic Volatility Models: An Optimal Control Approach

Number of pages: 26 Posted: 21 Oct 2012
Min Dai, Ling Tang and Xingye Yue
The Hong Kong Polytechnic University, affiliation not provided to SSRN and Soochow University
Downloads 447 (112,392)

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calibration, stochastic volatility model, option prices, optimal control, inverse problem

2.

A Worst-Case Risk Measure by G-VaR

Number of pages: 25 Posted: 06 Jun 2019 Last Revised: 29 Oct 2020
Ziting Pei, Xishun Wang, Yuhong Xu and Xingye Yue
Soochow University, affiliation not provided to SSRN, Soochow university and Soochow University
Downloads 116 (405,271)
Citation 1

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worst-case value-at-risk, portfolio management, G-normal distribution

3.

Realization Utility with Path-Dependent Reference Points

Forthcoming, SIAM Journal on Financial Mathematics
Number of pages: 50 Posted: 12 Apr 2021 Last Revised: 08 Jun 2022
Linghui Kong, Cong Qin and Xingye Yue
Soochow University, Soochow University and Soochow University
Downloads 40 (720,944)

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Realization Utility, Path-Dependent Reference Points, Variational Inequality, Penalty Method

4.

Cellular Communication Among Smooth Muscle Cells: The Role of Membrane Potential Via Connexins

Number of pages: 43 Posted: 01 Aug 2023
Chun Xiao, Yishui Sun, Huaxiong Huang, Xingye Yue, Tim David and Shixin Xu
Lingnan Normal University, University of Cambridge, York University, Soochow University, University of Canterbury and Duke Kunshan University
Downloads 11 (970,268)

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Ion transfer, connexins, smooth muscle cells, multi-cellular syncytia, homogenization