Xiangwei Wan

Publication Activity (10 Years)

Years Active: 2009-2022
Publications (10 Years): 1

Top Topics

Signal Analysis

Artificial Intelligence

Top Venues

Publications

Min Dai, Steven Kou, Shuaijie Qian, Xiangwei Wan
Nonconcave Utility Maximization with Portfolio Bounds. Manag. Sci. 68 (11) (2022)
Xi-Ren Cao, Xiangwei Wan
How Does Perturbation Analysis Work in Finance and Economics? WODES (2014)
Xi-Ren Cao, Xiangwei Wan
Analysis of non-linear behavior - a sensitivity-based approach. CDC (2012)
Ning Cai, Nan Chen, Xiangwei Wan
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. Math. Oper. Res. 35 (2) (2010)
Ning Cai, Nan Chen, Xiangwei Wan
Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37 (3) (2009)