The following pages link to Weixing Wu (Q719426):
Displaying 16 items.
- On solutions to backward stochastic partial differential equations for Lévy processes (Q719427) (← links)
- An accurate binomial model for pricing American Asian option (Q890640) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information (Q1697738) (← links)
- Pricing vulnerable options with variable default boundary under jump-diffusion processes (Q1716358) (← links)
- Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion (Q1738521) (← links)
- Investment with restricted stock and the value of information (Q1774888) (← links)
- A tale of two markets: labor market mobility and bank information sharing (Q2168156) (← links)
- Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random (Q2316297) (← links)
- Partnership dissolution and proprietary information (Q2452264) (← links)
- Vulnerable European call option pricing based on uncertain fractional differential equation (Q2699270) (← links)
- Two-agent Pareto optimal cooperative investment in general semimartingale model (Q3093075) (← links)
- (Q3609346) (← links)
- (Q4544081) (← links)
- Computations of Singular Stresses Along Three-Dimensional Corner Fronts by a Super Singular Element Method (Q4565011) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
