Wei Lin
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Wei Lin Q342903
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Further exploration into the valid regions of Gram-Charlier densities Journal of Computational and Applied Mathematics | 2023-08-31 | Paper |
| Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility SCIENTIA SINICA Mathematica | 2022-03-21 | Paper |
| The valid regions of Gram-Charlier densities with high-order cumulants Journal of Computational and Applied Mathematics | 2022-02-16 | Paper |
| Pricing VIX derivatives with free stochastic volatility model Review of Derivatives Research | 2019-06-03 | Paper |
| Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model Journal of Mathematical Analysis and Applications | 2016-11-18 | Paper |
Research outcomes over time
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