Weixing Wu

Publication Activity (10 Years)

Years Active: 2005-2023
Publications (10 Years): 4

Top Topics

Fractional Brownian Motion

Black Scholes Model

Top Venues

J. Syst. Sci. Complex.

Soc. Choice Welf.

Publications

Ziqi Lei, Qing Zhou, Weixing Wu, Zengwu Wang
Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation. J. Syst. Sci. Complex. 36 (1) (2023)
Qing Zhou, Qian Wang, Weixing Wu
Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion. J. Syst. Sci. Complex. 32 (2) (2019)
Qing Zhou, Yong Ren, Weixing Wu
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information. J. Syst. Sci. Complex. 30 (4) (2017)
Qi Liu, Libin Tao, Weixing Wu, Jianfeng Yu
Short- and Long-Run Business Conditions and Expected Returns. Manag. Sci. 63 (12) (2017)
Jian Liu, Weixing Wu, Jingfeng Xu, Haijian Zhao
An accurate binomial model for pricing American Asian option. J. Syst. Sci. Complex. 27 (5) (2014)
Jianpei Li, Yi Xue, Weixing Wu
Partnership dissolution and proprietary information. Soc. Choice Welf. 40 (2) (2013)
Qing Zhou, Yong Ren, Weixing Wu
On solutions to backward stochastic partial differential equations for Lévy processes. J. Comput. Appl. Math. 235 (18) (2011)
Weixing Wu, Yongxiang Wang
Investment with restricted stock and the value of information. Appl. Math. Comput. 163 (2) (2005)