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Xin Li
Xin Li
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Title
Cited by
Cited by
Year
Optimal mean reversion trading with transaction costs and stop-loss exit
T Leung, X Li
International Journal of Theoretical and Applied Finance 18 (03), 1550020, 2015
1152015
Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications
T Leung, X Li
World Scientific, 2015
762015
Speculative futures trading under mean reversion
T Leung, J Li, X Li, Z Wang
Asia-Pacific Financial Markets 23 (4), 281-304, 2016
272016
Optimal multiple trading times under the exponential OU model with transaction costs
T Leung, X Li, Z Wang
Stochastic Models 31 (4), 554-587, 2015
272015
Optimal starting–stopping and switching of a CIR process with fixed costs
T Leung, X Li, Z Wang
Risk and Decision Analysis 5 (2-3), 149-161, 2014
182014
Optimal timing to trade along a randomized Brownian bridge
T Leung, J Li, X Li
International Journal of Financial Studies 6 (3), 75, 2018
112018
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Articles 1–6