Xinliang Chen

KU Leuven - Faculty of Business and Economics (FEB)

Naamsestraat 69

Leuven, B-3000

Belgium

SCHOLARLY PAPERS

2

DOWNLOADS

282

TOTAL CITATIONS
Rank 45,276

SSRN RANKINGS

Top 45,276

in Total Papers Citations

9

Scholarly Papers (2)

1.

Optimal Approximations for Risk Measures of Sums of Lognormals Based on Conditional Expectations

Journal of Computational and Applied Mathematics, Vol. 221, No. 1, pp. 202-218
Number of pages: 22 Posted: 01 Jun 2006 Last Revised: 21 Apr 2009
Vrije Universiteit Brussel (VUB), KU Leuven - Faculty of Business and Economics (FEB), Katholieke Universiteit Leuven, affiliation not provided to SSRN, BNP Paribas and University of Amsterdam - Faculty of Economics & Econometrics (FEE)
Downloads 212 (295,785)
Citation 3

Abstract:

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Lognormal, random sum, Asian options, conditional expectation, Lower bound, Annuities,

2.

On an Optimization Problem Related to Static Super-Replicating Strategies

Number of pages: 42 Posted: 13 May 2014 Last Revised: 18 Jan 2015
KU Leuven - Faculty of Business and Economics (FEB), Université Libre de Bruxelles (ULB), Katholieke Universiteit Leuven, University of Illinois and Ghent University - Department of Applied Mathematics, Computer Science and Statistics
Downloads 70 (674,277)
Citation 6

Abstract:

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Asian options, basket options, comonotonicity