Wei Li

Available identifiers

zbMath Open li.wei.32MaRDI QIDQ747193

List of research outcomes

Publication	Date of Publication	Type
A positivity-preserving numerical scheme for option pricing model with transaction costs under jump-diffusion process	2015-10-23	Paper
A numerical method for option pricing under jump-diffusion process	2013-11-19	Paper
Asian option pricing with dividend under fractional Brownian motion model	2013-11-19	Paper
A positivity-preserving numerical scheme for nonlinear option pricing models	2013-06-03	Paper

Research outcomes over time

This page was built for person: Wei Li