5
Publications
257
Citations
5
H-Index
1995
Active since
Mingxin Xu is an author at Columbia University specializing in asset pricing, business, and option pricing.
Top concepts
BusinessAsset PricingFinanceEconomicsSmart GridEngineeringProbabilityPower SystemsOption PricingEconomic Analysis
Publications per year
1995–2013
5
5
Pricing Asian options in a semimartingale model
Jan Večeř, Mingxin Xu · Quantitative Finance · 2004 · 83 citations
Pricing Asian options in a semimartingale model
Jan Večeř, Mingxin Xu · Quantitative Finance · 2004 · 56 citations
Optimal Dynamic Portfolio with Mean-CVaR Criterion
Jing Li, Mingxin Xu · Risks · 2013 · 12 citations · Full text
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