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 | 3 | 3 | 11 | 7 | 12 | 25 | 33 |
| Total Working Papers | 0 | 3 | 3 | 11 | 7 | 12 | 25 | 33 |
| 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 | 1 | 4 | 8 | 109 |
| Approximate arbitrage-free option pricing under the SABR model | 0 | 0 | 0 | 13 | 2 | 6 | 11 | 74 |
| Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps | 0 | 0 | 0 | 4 | 1 | 2 | 4 | 26 |
| Nonconcave Utility Maximization with Portfolio Bounds | 0 | 0 | 1 | 6 | 0 | 3 | 7 | 20 |
| SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY | 0 | 0 | 0 | 2 | 0 | 1 | 1 | 14 |
| The survival probability of the SABR model: asymptotics and application | 0 | 0 | 0 | 7 | 2 | 3 | 5 | 25 |
| Total Journal Articles | 0 | 0 | 1 | 52 | 6 | 19 | 36 | 268 |
1 registered items for which data could not be found
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