Pricing double-barrier options under a flexible jump diffusion model. - Ning Cai 003; Nan Chen; Xiangwei Wan (Oper. Res. Lett., 2009)

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. - Ning Cai 003; Nan Chen; Xiangwei Wan (Math. Oper. Res., 2010)

Analysis of non-linear behavior - a sensitivity-based approach. - Xi-Ren Cao; Xiangwei Wan (CDC, 2012)

How Does Perturbation Analysis Work in Finance and Economics? - Xi-Ren Cao; Xiangwei Wan (WODES, 2014)

Nonconcave Utility Maximization with Portfolio Bounds. - Min Dai; Steven Kou; Shuaijie Qian; Xiangwei Wan (Manag. Sci., 2022)

An option pricing model with double-exponential jumps in returns and GARCH diffusion in volatilities. - Chunhui Qiao; Xiangwei Wan; Nian Yang (Oper. Res. Lett., 2025)