Lei Wang
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Person:1040050
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| scientific article; zbMATH DE number 7651428 (Why is no real title available?) | 2023-02-09 | Paper |
| Hedging game contingent claims in incomplete security markets Fuzzy Systems and Mathematics | 2016-03-17 | Paper |
| Hedging game contingent claims with constrained portfolios Advances in Applied Mathematics and Mechanics | 2013-05-08 | Paper |
| The valuation of game option with random discounting | 2011-02-05 | Paper |
| Valuation of some game-type option with nonconstant volatility | 2010-07-08 | Paper |
| Hedging game contingent claims | 2010-02-12 | Paper |
| Valuation of Russian game option under a jump diffusion model | 2010-02-12 | Paper |
| Valuation of game options in jump-diffusion model and with applications to convertible bonds Journal of Applied Mathematics and Decision Sciences | 2009-11-23 | Paper |
Research outcomes over time
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