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 3 11 3 17 35 43
Total Working Papers 0 0 3 11 3 17 35 43


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 0 5 12 113
Approximate arbitrage-free option pricing under the SABR model 0 0 0 13 0 4 11 76
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 0 5 8 30
Nonconcave Utility Maximization with Portfolio Bounds 0 0 0 6 2 9 14 29
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 0 2 0 4 5 18
The survival probability of the SABR model: asymptotics and application 0 0 0 7 0 4 7 27
Total Journal Articles 0 0 0 52 2 31 57 293
1 registered items for which data could not be found


Statistics updated 2026-03-04