Access Statistics for Xiangwei Wan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Enhancing Black-Scholes Delta Hedging via Deep Learning 0 0 8 8 0 1 8 8
Total Working Papers 0 0 8 8 0 1 8 8


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A new delta expansion for multivariate diffusions via the Itô-Taylor expansion 0 0 0 20 0 0 5 101
Approximate arbitrage-free option pricing under the SABR model 0 0 0 13 1 3 7 65
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 0 0 6 22
Nonconcave Utility Maximization with Portfolio Bounds 1 1 3 6 2 2 9 15
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 0 2 0 0 0 13
The survival probability of the SABR model: asymptotics and application 0 0 1 7 0 0 4 20
Total Journal Articles 1 1 4 52 3 5 31 236
1 registered items for which data could not be found


Statistics updated 2025-03-03