SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Xinfu Chen · Study

Home/Author

Xinfu Chen

9 works· latest 2017· 2 institutionscluster: provisional

h-index9

i109

Citations405

Works here9

06

07

11

12

13

15

17

Most cited in this library

A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options2007 · 126 citations
CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET2007 · 64 citations
Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching2017 · 48 citations
On minimizing drawdown risks of lifetime investments2015 · 37 citations
Analysis of an Inverse First Passage Problem from Risk Management2006 · 33 citations

Works

9 shown

Portfolio Selection with Capital Gains Tax, Recursive Utility, and Regime Switching

Management Science·2017·3 authors

48citations

On a Corporate Bond Pricing Model with Credit Rating Migration Risksand Stochastic Interest Rate

Quantitative Finance and Economics·2017·4 authors·Open access

24citations

On minimizing drawdown risks of lifetime investments

Insurance Mathematics and Economics·2015·4 authors

37citations

Characterization of Optimal Strategy for Multiasset Investment and Consumption with Transaction Costs

SIAM Journal on Financial Mathematics·2013·2 authors·Open access

31citations

NONCONVEXITY OF THE OPTIMAL EXERCISE BOUNDARY FOR AN AMERICAN PUT OPTION ON A DIVIDEND‐PAYING ASSET

Mathematical Finance·2012·3 authors

19citations

Existence and uniqueness of solutions to the inverse boundary crossing problem for diffusions

The Annals of Applied Probability·2011·4 authors·Open access

23citations

CONVEXITY OF THE EXERCISE BOUNDARY OF THE AMERICAN PUT OPTION ON A ZERO DIVIDEND ASSET

Mathematical Finance·2007·4 authors

64citations

A Mathematical Analysis of the Optimal Exercise Boundary for American Put Options

SIAM Journal on Mathematical Analysis·2007·2 authors

126citations

Analysis of an Inverse First Passage Problem from Risk Management

SIAM Journal on Mathematical Analysis·2006·4 authors

33citations