Weixing Wu

MaRDI QIDQ719426zbMATH OpenFDO

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
Transition density function expansion methods for portfolio optimization Optimal Control Applications & Methods	2024-08-12	Paper
Vulnerable European call option pricing based on uncertain fractional differential equation Journal of Systems Science and Complexity	2023-04-26	Paper
A tale of two markets: labor market mobility and bank information sharing Journal of Economic Dynamics and Control	2022-08-31	Paper
Pricing vulnerable options with correlated credit risk under jump-diffusion processes when corporate liabilities are random Acta Mathematicae Applicatae Sinica. English Series	2019-07-26	Paper
Pricing of defaultable securities associated with recovery rate under the stochastic interest rate driven by fractional Brownian motion Journal of Systems Science and Complexity	2019-04-18	Paper
Pricing vulnerable options with variable default boundary under jump-diffusion processes Advances in Difference Equations	2019-02-04	Paper
Computations of singular stresses along three-dimensional corner fronts by a super singular element method International Journal of Computational Methods	2018-06-07	Paper
On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information Journal of Systems Science and Complexity	2018-02-20	Paper
An accurate binomial model for pricing American Asian option Journal of Systems Science and Complexity	2015-11-10	Paper
Partnership dissolution and proprietary information Social Choice and Welfare	2014-06-02	Paper
Two-agent Pareto optimal cooperative investment in general semimartingale model Optimization	2011-10-12	Paper
On solutions to backward stochastic partial differential equations for Lévy processes Journal of Computational and Applied Mathematics	2011-10-10	Paper
scientific article; zbMATH DE number 5524273 (Why is no real title available?)	2009-03-06	Paper
Cooperative hedging with a higher interest rate for borrowing Insurance Mathematics & Economics	2009-01-28	Paper
Investment with restricted stock and the value of information Applied Mathematics and Computation	2005-05-04	Paper
scientific article; zbMATH DE number 1778181 (Why is no real title available?)	2002-08-11	Paper

Research outcomes over time

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