Weixing Wu

Available identifiers

Publication	Date of Publication	Type
Vulnerable European call option pricing based on uncertain fractional differential equation	2023-04-26	Paper
A tale of two markets: labor market mobility and bank information sharing	2022-08-31	Paper
Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random	2019-07-26	Paper
Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion	2019-04-18	Paper
Pricing vulnerable options with variable default boundary under jump-diffusion processes	2019-02-04	Paper
Computations of Singular Stresses Along Three-Dimensional Corner Fronts by a Super Singular Element Method	2018-06-07	Paper
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information	2018-02-20	Paper
An accurate binomial model for pricing American Asian option	2015-11-10	Paper
Partnership dissolution and proprietary information	2014-06-02	Paper
Two-agent Pareto optimal cooperative investment in general semimartingale model	2011-10-12	Paper
On solutions to backward stochastic partial differential equations for Lévy processes	2011-10-10	Paper
https://portal.mardi4nfdi.de/entity/Q3609346	2009-03-06	Paper
Cooperative hedging with a higher interest rate for borrowing	2009-01-28	Paper
Investment with restricted stock and the value of information	2005-05-04	Paper
https://portal.mardi4nfdi.de/entity/Q4544081	2002-08-11	Paper

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instance of	human

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