Xu Jing
Finance
Chongqing Jiaotong University
China
Biography
Associate Professor, School of Economics and Business Administration, Chongqing University
Research Interest
"(1) Financial derivatives: Pricing financial derivatives under an uncertain condition, including uncertain return rates and uncertain volatility; (2) Dynamic risk measurement; (3) Nonlinear expectation and its application in finance. (4) Low carbon economics "
Publications
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Xu J, Kannan D, and Zhang Bo. Optimal Dynamic Control for Defined Benefit Pension Plans with Stochastic Benefit Outgo,  Stochastic Analysis and Applications， Vol.25, No.1, 201-236. 2007.(SCI)
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 Xu J and Zhang Bo, Martingale Characterization of G-Brownian Motion, Stochastic Processes and their Applications, Vol.119, No.1, 232-248 .2009.(SCI)
