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 1 7 20 20
Total Working Papers 0 0 8 8 1 7 20 20


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 2 2 5 103
Approximate arbitrage-free option pricing under the SABR model 0 0 0 13 1 3 8 68
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 0 1 4 24
Nonconcave Utility Maximization with Portfolio Bounds 0 0 2 6 0 2 8 17
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 2 21
Total Journal Articles 0 0 3 52 3 8 27 246
1 registered items for which data could not be found


Statistics updated 2025-08-05