Rongwen Wu

Publication Activity (10 Years)

Years Active: 2003-2017
Publications (10 Years): 1

Top Topics

Diffusion Model

Top Venues

Publications

Michael C. Fu, Bingqing Li, Guozhen Li, Rongwen Wu
Option Pricing for a Jump-Diffusion Model with General Discrete Jump-Size Distributions. Manag. Sci. 63 (11) (2017)
Rongwen Wu, Michael C. Fu
Optimal Exercise Policies and Simulation-Based Valuation for American-Asian Options. Oper. Res. 51 (1) (2003)