Xu Meng

University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering

1205 Beal Avenue

Ann Arbor, MI 48109

United States

SCHOLARLY PAPERS

3

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SSRN CITATIONS

2

CROSSREF CITATIONS

1

Scholarly Papers (3)

A Computational Scheme for the Optimal Strategy in an Incomplete Market

Number of pages: 22 Posted: 11 Jan 2002
National University of Singapore - NUS Business School, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Mathematics
Downloads 505 (55,463)
Citation 2

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utility maximization, incomplete markets, endowment uncertainty, numerical methods

A Computational Scheme for the Optimal Strategy in an Incomplete Market

Journal of Economic Dynamics and Control, Forthcoming
Posted: 28 Mar 2007
National University of Singapore - NUS Business School, University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering and University of Michigan at Ann Arbor - Department of Mathematics

Abstract:

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Utility maximization, incomplete markets, endowment uncertainty

2.

Unintended Consequences of the Market Risk Requirement in Banking Regulation

Number of pages: 46 Posted: 30 Mar 2007 Last Revised: 29 Mar 2010
National University of Singapore - NUS Business School, Bank of Montreal and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 248 (126,127)
Citation 1

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bank capital, dividends, capital issues, investment, bank regulation

3.

Option Pricing with an Exponential Effect Function

Number of pages: 14 Posted: 17 Apr 2004
University of Michigan at Ann Arbor - Department of Mathematics, National University of Singapore - NUS Business School and University of Michigan at Ann Arbor - Department of Industrial and Operations Engineering
Downloads 149 (200,997)
Citation 3

Abstract:

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