A short tale of long tail integrationXiaolin Luo; Pavel V. Shevchenko · 2011

Bayesian Model Choice of Groupedt-CopulaXiaolin Luo, Pavel V. Shevchenko · 2012

Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit Under Stochastic Interest RateLuo, Xiaolin; Shevchenko, Pavel V. · SSRN Electronic Journal · 2016

Valuation of variable annuities with guaranteed minimum withdrawal and death benefits via stochastic control optimizationLuo, Xiaolin; Shevchenko, Pavel V. · Insurance: Mathematics and Economics · 2015

The <i>t</i> copula with multiple parameters of degrees of freedom: bivariate characteristics and application to risk managementLuo, Xiaolin; Shevchenko, Pavel V. · Quantitative Finance · 2010

Fast and simple method for pricing exotic options using Gauss–Hermite quadrature on a cubic spline interpolationLuo, Xiaolin; Shevchenko, Pavel V. · Journal of Financial Engineering · 2014

Fast numerical method for pricing of variable annuities with guaranteed minimum withdrawal benefit under optimal withdrawal strategyLuo, Xiaolin; Shevchenko, Pavel V. · International Journal of Financial Engineering · 2015

The Economics of Credit CardsZywicki, Todd J. · SSRN Electronic Journal · 2000

Fraudulent Accounting and Other Doping GamesBerentsen, Aleksander; Lengwiler, Yvan · SSRN Electronic Journal · 2003

A Creepy WorldSornette, Didier; Cauwels, Peter · SSRN Electronic Journal · 2013

Capital Structure ChoicesFama, Eugene F.; French, Kenneth R. · SSRN Electronic Journal · 2011

Crowdfunding: Disintermediated Investment BankingRubinton, Brian J. · SSRN Electronic Journal · 2011

Exporting and ProductivityBernard, Andrew B.; Jensen, J. Bradford Bradford · SSRN Electronic Journal · 1999

Minimum Variance Portfolio CompositionClarke, Roger; de Silva, Harindra; Thorley, Steven · SSRN Electronic Journal · 2010

Habits and HumpsKraft, Holger; Munk, Claus; Seifried, Frank Thomas; Wagner, Sebastian · SSRN Electronic Journal · 2013