Xiangwei Wan (Selection)

List of publications from the DBLP Bibliography Server - FAQ

Ask others: ACM DL/Guide -

- CSB - MetaPress - Google - Bing - Yahoo

Ask others: ACM DL/Guide - - CSB - MetaPress - Google - Bing - Yahoo

2 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): 412-437 (2010)

1 Ning Cai, Nan Chen, Xiangwei Wan: Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37(3): 163-167 (2009)

Selection of 2 from 2 records - Xiangwei Wan has 2 coauthors

Last update 2012-02-16 CET by the DBLP Team —

Content released under the ODC-BY 1.0 license — See also our legal information page

2		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): 412-437 (2010)
1		Ning Cai, Nan Chen, Xiangwei Wan: Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37(3): 163-167 (2009)