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Shengan Wang
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 1
Top Topics
Diffusion Process
Scale Spaces
Denoising
Black Scholes Model
Top Venues
Commun. Stat. Simul. Comput.
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Publications
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Shengan Wang
,
Qing Zhou
,
Weilin Xiao
Pricing vulnerable American put options under jump-diffusion processes when corporate liabilities are random.
Commun. Stat. Simul. Comput.
52 (11) (2023)