Wen Sheng Wang

Available identifiers

zbMath Open wang.wensheng.1MaRDI QIDQ882744

List of research outcomes

Publication	Date of Publication	Type
LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK	2022-11-22	Paper
Closure property of consistently varying random variables based on precise large deviation principles	2022-05-20	Paper
Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation	2022-02-16	Paper
Pricing warrant bonds with credit risk under a jump diffusion process	2019-02-20	Paper
Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models	2019-02-14	Paper
The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks	2018-09-18	Paper
https://portal.mardi4nfdi.de/entity/Q5282594	2017-07-14	Paper
https://portal.mardi4nfdi.de/entity/Q2991684	2016-08-10	Paper
Hedging of contingent claims written on non traded assets under Markov-modulated models	2016-07-15	Paper
The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms	2015-12-08	Paper
https://portal.mardi4nfdi.de/entity/Q5172883	2015-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q2923508	2014-11-03	Paper
Pricing options with credit risk in a reduced form model	2014-09-29	Paper
Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models	2014-01-28	Paper
Chover-type laws of the iterated logarithm for continuous time random walks	2012-11-15	Paper
Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility	2012-09-21	Paper
https://portal.mardi4nfdi.de/entity/Q2885991	2012-06-01	Paper
Extended precise large deviations of random sums in the presence of END structure and consistent variation	2012-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q3109343	2012-01-27	Paper
The asymptotic behavior of linear placement statistics	2011-02-11	Paper
Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model	2010-12-20	Paper
https://portal.mardi4nfdi.de/entity/Q3051637	2010-11-05	Paper
https://portal.mardi4nfdi.de/entity/Q3051641	2010-11-05	Paper
ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS	2009-06-23	Paper
Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models	2008-03-07	Paper
Functional limit theorems for \(d\)-dimensional FBM in Hölder norm	2007-05-24	Paper
The invariance principle for the total length of the nearest-neighbor graph	2005-12-14	Paper
The modulus of non-differentiability of a Brownian motion in \(l_p\)	2005-07-05	Paper
Asymptotic behaviors for partial sum processes of a Gaussian sequence	2004-10-19	Paper
Some functional limit theorems for the infinite series of OU processes	2004-03-17	Paper
Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet	2004-02-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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This page was built for person: Wen Sheng Wang