Wenli Huang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Hedge funds trading strategies and leverage	2023-07-04	Paper
The \(q\) theory of investment decision under partial information	2021-12-17	Paper
Primal-dual fixed point algorithm based on adapted metric method for solving convex minimization problem with application	2020-08-17	Paper
HEDGING OF SYNTHETIC CDO TRANCHES WITH SPREAD AND DEFAULT RISK BASED ON A COMBINED FORECASTING APPROACH	2019-04-18	Paper
Stochastic volatility and the \(q\) theory of investment	2019-02-22	Paper
Pricing VIX options in a stochastic vol-of-vol model	2019-02-08	Paper
Pricing VIX options in a 3/2 plus jumps model	2018-10-29	Paper
When \(q\) theory meets large losses risks and agency conflicts	2018-07-18	Paper
The interaction of the productivity shocks with the agency problem and investment of the company	2018-05-25	Paper
Weighted estimates on the Neumann problem for \(L^2\) for Schrödinger equations in Lipschitz domains	2017-07-14	Paper
Option pricing under default risk based on fractional Ho-Lee stochastic interest rate model	2014-06-30	Paper
The foreign-domestic symmetry formula of FX options in stochastic volatility jump-diffusion models	2014-02-28	Paper
Pricing permanent convertible bonds in EVG model	2013-11-19	Paper
Pricing formulae for European options under the fractional Vasicek interest rate model	2013-01-24	Paper
Eigenvalue comparison for Sturm-Liouville problems	2012-10-05	Paper
Comparison theorems and application of the Weyl function to singular Sturm-Liouville problems	2012-06-01	Paper
Pricing of European option with transaction costs in the fractional Brownian motion environment	2012-01-27	Paper
Weighted estimates for strongly singular integral operators with rough kernels	2010-11-23	Paper

Research outcomes over time

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