The following pages link to Wen-li Huang (Q605172):
Displaying 19 items.
- (Q377905) (redirect page) (← links)
- Pricing permanent convertible bonds in EVG model (Q377906) (← links)
- Weighted estimates for strongly singular integral operators with rough kernels (Q605174) (← links)
- When \(q\) theory meets large losses risks and agency conflicts (Q1650711) (← links)
- Pricing VIX options in a 3/2 plus jumps model (Q1989867) (← links)
- Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application (Q2192621) (← links)
- (Q2887206) (← links)
- (Q2918109) (← links)
- (Q3109493) (← links)
- (Q3385109) (← links)
- Pricing VIX options in a stochastic vol‐of‐vol model (Q4620138) (← links)
- (Q4623568) (← links)
- HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH (Q4631691) (← links)
- (Q4642892) (← links)
- (Q4900475) (← links)
- (Q4980873) (← links)
- (Q5276316) (← links)
- (Q5399569) (← links)
- Hedge funds trading strategies and leverage (Q6109935) (← links)