The following pages link to Wen Sheng Wang (Q882744):
Displaying 33 items.
- (Q410970) (redirect page) (← links)
- (Q558327) (redirect page) (← links)
- (Q1882149) (redirect page) (← links)
- Extended precise large deviations of random sums in the presence of END structure and consistent variation (Q410971) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- The modulus of non-differentiability of a Brownian motion in \(l_p\) (Q558328) (← links)
- The asymptotic behavior of linear placement statistics (Q625028) (← links)
- Functional limit theorems for \(d\)-dimensional FBM in Hölder norm (Q882746) (← links)
- Some functional limit theorems for the infinite series of OU processes (Q1425583) (← links)
- Precise large deviations of aggregate claims with dominated variation in dependent multi-risk models (Q1725419) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- Chover-type laws of the iterated logarithm for continuous time random walks (Q1760882) (← links)
- (Q1782034) (redirect page) (← links)
- The finite-time ruin probability of a discrete-time risk model with subexponential and dependent insurance and financial risks (Q1782035) (← links)
- Asymptotic behaviors for partial sum processes of a Gaussian sequence (Q1882150) (← links)
- The invariance principle for the total length of the nearest-neighbor graph (Q2576795) (← links)
- Precise Large Deviations for Sums of Random Variables with Consistent Variation in Dependent Multi-Risk Models (Q2873942) (← links)
- (Q2885991) (← links)
- (Q2923508) (← links)
- (Q2991684) (← links)
- (Q3051637) (← links)
- (Q3051641) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- (Q3109343) (← links)
- The Berry–Esseen Bounds for Sample Rescaled Poly-Variograms (Q3458103) (← links)
- Strassen-type Laws of Iterated Logarithm for a Fractional Brownian Sheet (Q4450722) (← links)
- Randomly weighted sums under a wide type of dependence structure with application to conditional tail expectation (Q5031693) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Closure property of consistently varying random variables based on precise large deviation principles (Q5078107) (← links)
- (Q5172883) (← links)
- (Q5282594) (← links)
- Precise Large Deviations for Sums of Random Variables with Consistently Varying Tails in Multi-Risk Models (Q5448740) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- ANALYSIS AND COMPUTATIONS OF LEAST-SQUARES METHOD FOR OPTIMAL CONTROL PROBLEMS FOR THE STOKES EQUATIONS (Q5902077) (← links)
