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 4 12 1 4 36 56
Total Working Papers 0 0 4 12 1 4 36 56


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 2 22 0 2 17 120
Approximate arbitrage-free option pricing under the SABR model 0 0 1 14 0 1 17 85
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 1 2 8 32
Nonconcave Utility Maximization with Portfolio Bounds 0 0 0 6 1 2 19 36
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 0 2 0 0 6 19
The survival probability of the SABR model: asymptotics and application 0 0 0 7 1 1 8 29
Total Journal Articles 0 1 3 55 3 8 75 321
1 registered items for which data could not be found


Statistics updated 2026-08-07