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 1 4 12 5 12 39 52
Total Working Papers 0 1 4 12 5 12 39 52


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 1 1 1 21 5 5 17 118
Approximate arbitrage-free option pricing under the SABR model 0 1 1 14 5 8 19 84
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 0 0 7 30
Nonconcave Utility Maximization with Portfolio Bounds 0 0 0 6 4 7 19 34
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 0 2 0 1 6 19
The survival probability of the SABR model: asymptotics and application 0 0 0 7 0 1 7 28
Total Journal Articles 1 2 2 54 14 22 75 313
1 registered items for which data could not be found


Statistics updated 2026-05-06