• EMAIL:  gabxia@bu.edu
  • OFFICE: HAR 519
  • OFFICE HOURS: By Appointment
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215
  • EDUCATION Open or Close

    MS, Boston University, Mathematical Finance, 2017.

    BS, Hong Kong Baptist University, Financial Mathematics, 2015.

  • PUBLICATIONSOpen or Close


      Xia, W., & Jiang, Z. (2017). Volatility Modeling with Leverage Effect under Laplace Errors. Journal of Time Series Econometrics, 10 (1).
      See Publication Online

      Xia, W., & Wang, W. (2017). Empirical Modeling for the Spot Price of Gold Based on Influencing Factors. Applied Economics and Finance, 4 (3), 129-140.
      See Publication Online

      Xia, W. (2017). Pricing Exotic Power Options with a Brownian-Time-Changed Variance Gamma Process. Communications in Mathematical Finance, 6 (1), 21-60.
      See Publication Online