Weixing Wu - researchr alias

researchr

You are not signed in
Sign in
Sign up

Viewing Publication 1 - 8 from 8

2023

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential EquationZiqi Lei, Qing Zhou, Weixing Wu, Zengwu Wang. jossac, 36(1):328-359, February 2023. [doi]

2019

Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian MotionQing Zhou, Qian Wang, Weixing Wu. jossac, 32(2):657-680, 2019. [doi]

2017

Short- and Long-Run Business Conditions and Expected ReturnsQi Liu, Libin Tao, Weixing Wu, Jianfeng Yu. mansci, 63(12):4137-4157, 2017. [doi]

On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial informationQing Zhou, Yong Ren, Weixing Wu. jossac, 30(4):828-856, 2017. [doi]

2014

An accurate binomial model for pricing American Asian optionJian Liu, Weixing Wu, Jingfeng Xu, Haijian Zhao. jossac, 27(5):993-1007, 2014. [doi]

2013

Partnership dissolution and proprietary informationJianpei Li, Yi Xue, Weixing Wu. scw, 40(2):495-527, 2013. [doi]

2011

On solutions to backward stochastic partial differential equations for Lévy processesQing Zhou, Yong Ren, Weixing Wu. jcam, 235(18):5411-5421, 2011. [doi]

2005

Investment with restricted stock and the value of informationWeixing Wu, Yongxiang Wang. amc, 163(2):811-824, 2005. [doi]

Sign in or sign up to see more results.

runs on WebDSL