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Xiaoshan Chen

Identifiers

  • name variant Xiaoshan Chen 0.60 · backfill

Papers (3)

  1. Recurrence and Ergodicity for A Class of Regime-Switching Jump Diffusions math.PR · 2018 · author #1
  2. Properties of Switching Jump Diffusions: Maximum Principles and Harnack Inequalities math.PR · 2018 · author #1
  3. Indifference Pricing of American Option Underlying Illiquid Stock under Exponential Forward Performance q-fin.PR · 2011 · author #1

Mentions

  • 1201.0075 #1 · backfill · confidence 0.70 Xiaoshan Chen

Frequent Coauthors