Wenbo V. Li

Publication Activity (10 Years)

Years Active: 2009-2017
Publications (10 Years): 1

Top Topics

Black Scholes Model

Random Variables

Joint Probability Distributions

Convertible Bonds

Top Venues

J. Appl. Probab.

SIAM J. Financial Math.

Ars Math. Contemp.

Publications

Zhao Dong, Wenbo V. Li, Chunwei Song
Integral representations for binomial sums of chances of winning. Ars Math. Contemp. 12 (2) (2017)
Carole Bernard, Wenbo V. Li
Pricing and Hedging of Cliquet Options and Locally Capped Contracts. SIAM J. Financial Math. 4 (1) (2013)
Wenbo V. Li, Vladislav V. Vysotsky
Probabilities of Competing Binomial Random Variables. J. Appl. Probab. 49 (3) (2012)
Wenbo V. Li, Xinyi Zhang
On the Difference of Expected Lengths of Minimum Spanning Trees. Comb. Probab. Comput. 18 (3) (2009)