Wei Lin

Available identifiers

zbMath Open lin.wei.3MaRDI QIDQ342903

List of research outcomes

Publication	Date of Publication	Type
Further exploration into the valid regions of Gram-Charlier densities	2023-08-31	Paper
Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility	2022-03-21	Paper
The valid regions of Gram-Charlier densities with high-order cumulants	2022-02-16	Paper
Pricing VIX derivatives with free stochastic volatility model	2019-06-03	Paper
Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model	2016-11-18	Paper

Research outcomes over time

This page was built for person: Wei Lin