Xin Li

发表

Optimal Multiple Stopping Approach to Mean Reversion Trading

Xin Li, 2015 .

Optimal Mean Reversion Trading with Transaction Costs and Stop-Loss Exit

Xin Li, Tim Leung, Tim Leung, 2014, 1411.5062.

Speculative Futures Trading under Mean Reversion

Zheng Wang, Tim Leung, Xin Li, 2016, Asia-Pacific Financial Markets.

Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications

Tim Leung, Xin Li, Tim Leung, 2015 .

Optimal Multiple Trading Times Under the Exponential OU Model with Transaction Costs

Xin Li, Zheng Wang, Tim Leung, 2015, Stochastic Models.

Optimal Starting-Stopping and Switching of a CIR Process with Fixed Costs

Zheng Wang, Tim Leung, Xin Li, 2014, Risk Decis. Anal..

Speculative Futures Trading under Mean Reversion

Z. Wang, Tim Leung, Xin Li, 2015, 1601.04210.

Essays in Behavioral and Computational Finance

Xin Li, 2017 .

Asset pricing models in the presence of higher moments

Xin Li, George Xiang, Debao Hu, 2023, Pacific-Basin Finance Journal.