Wensheng Yang

Affiliations:

Southwestern University of Finance and Economics, School of Economic Mathematics, Chengdu, China

According to our database¹, Wensheng Yang authored at least 3 papers between 2021 and 2025.

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2025

A general valuation framework for rough stochastic local volatility models and applications.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2025

2022

Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2022

2021

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.

[BibT_eX]

[DOI]

Math. Methods Oper. Res., 2021