Academic Bibliography

Search 200 years of publications by Ghent University researchers.

Xianming Sun

No current affiliation with UGent

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Uncertainty quantification of derivative instruments

Xianming Sun (UGent) and Michèle Vanmaele (UGent)

(2017) EAST ASIAN JOURNAL ON APPLIED MATHEMATICS. 7(02). p.343-362
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Model risk and discretisation of locally risk-minimising strategies

Xianming Sun (UGent) , Thorsten Schulz, Asma Khedher and Michèle Vanmaele (UGent)

(2017) JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS. 311. p.38-53
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- PhD Thesis
- open access
Quantifying model uncertainty in financial markets

Xianming Sun (UGent)

(2016)
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Comment: 'On approximating deep in-the-money Asian options under exponential Lévy processes'

Xianming Sun (UGent) , Dorien Haesen and Michèle Vanmaele (UGent)

(2015) JOURNAL OF FUTURES MARKETS. 35(12). p.1220-1221
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- Journal Article
- A1
- open access
Analytical approximation for distorted expectations

Xianming Sun (UGent) , Siqing Gan and Michèle Vanmaele (UGent)

(2015) STATISTICS & PROBABILITY LETTERS. 107. p.246-252
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An efficient semi-analytical simulation for the Heston model

Xianming Sun (UGent) and Siqing Gan

(2014) COMPUTATIONAL ECONOMICS. 43(4). p.433-445