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 2 11 40 54
Total Working Papers 0 1 4 12 2 11 40 54


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 2 2 22 1 6 18 119
Approximate arbitrage-free option pricing under the SABR model 0 1 1 14 1 9 19 85
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 1 1 8 31
Nonconcave Utility Maximization with Portfolio Bounds 0 0 0 6 1 6 18 35
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 3 3 55 4 24 76 317
1 registered items for which data could not be found


Statistics updated 2026-06-04