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 1 3 20 1 3 9 89
Approximate arbitrage-free option pricing under the SABR model 0 0 1 12 0 1 7 55
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options 0 1 1 4 0 2 5 14
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 0 6 0 0 0 16
Total Journal Articles 0 2 5 44 1 6 21 187


Statistics updated 2023-05-07