Xiangwei Wan

According to our database, Xiangwei Wan authored at least 5 papers between 2009 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Nonconcave Utility Maximization with Portfolio Bounds.

Min Dai, Steven Kou, Shuaijie Qian, Xiangwei Wan

Manag. Sci., 2022

2014

How Does Perturbation Analysis Work in Finance and Economics?

Xi-Ren Cao, Xiangwei Wan

Proceedings of the 12th International Workshop on Discrete Event Systems, 2014

2012

Analysis of non-linear behavior - a sensitivity-based approach.

Xi-Ren Cao, Xiangwei Wan

Proceedings of the 51th IEEE Conference on Decision and Control, 2012

2010

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options.

Ning Cai, Nan Chen, Xiangwei Wan

Math. Oper. Res., 2010

2009

Pricing double-barrier options under a flexible jump diffusion model.

Ning Cai, Nan Chen, Xiangwei Wan

Oper. Res. Lett., 2009