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 0 2 36 57
Total Working Papers 0 0 4 12 0 2 36 57


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 2 22 0 0 15 120
Approximate arbitrage-free option pricing under the SABR model 0 0 1 14 2 2 19 87
Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps 0 0 0 4 0 1 8 32
Nonconcave Utility Maximization with Portfolio Bounds 0 0 0 6 0 3 21 38
SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY 0 0 0 2 0 1 7 20
The survival probability of the SABR model: asymptotics and application 0 0 0 7 0 1 7 29
Total Journal Articles 0 0 3 55 2 8 77 326
1 registered items for which data could not be found


Statistics updated 2026-10-11