Access Statistics for Xiangwei Wan

Author contact details at EconPapers.

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 11 15 2 9 40 56
Approximate arbitrage-free option pricing under the SABR model 1 2 2 10 2 3 6 40
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options 0 2 2 2 0 2 2 5
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 1 2 0 0 2 11
The survival probability of the SABR model: asymptotics and application 0 1 2 5 0 2 5 13
Total Journal Articles 1 5 18 34 4 16 55 125


Statistics updated 2020-11-03