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Xing Jin · Study

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Xing Jin

5 works· latest 2012· 3 institutionscluster: provisionalORCID 0000-0001-8651-0930

h-index5

i105

Citations215

Works here5

99

01

03

07

12

Most cited in this library

Optimal investment in derivative securities2001 · 57 citations
Probabilistic Error Bounds for Simulation Quantile Estimators2003 · 56 citations
Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications2012 · 42 citations
The Second Fundamental Theorem of Asset Pricing1999 · 36 citations
A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS2007 · 24 citations

Works

5 shown

Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications

Review of Financial Studies·2012·2 authors

42citations

A STATE‐SPACE PARTITIONING METHOD FOR PRICING HIGH‐DIMENSIONAL AMERICAN‐STYLE OPTIONS

Mathematical Finance·2007·3 authors

24citations

Probabilistic Error Bounds for Simulation Quantile Estimators

Management Science·2003·3 authors

56citations

Optimal investment in derivative securities

Finance and Stochastics·2001·3 authors

57citations

The Second Fundamental Theorem of Asset Pricing

Mathematical Finance·1999·3 authors

36citations