Takip et
Wenting Chen
Wenting Chen
uow.edu.au üzerinde doğrulanmış e-posta adresine sahip
Başlık
Alıntı yapanlar
Alıntı yapanlar
Yıl
Analytically pricing double barrier options based on a time-fractional Black–Scholes equation
W Chen, X Xu, SP Zhu
Computers & Mathematics with Applications 69 (12), 1407-1419, 2015
1062015
A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility
SP Zhu, WT Chen
Computers & Mathematics with Applications 62 (1), 1-26, 2011
872011
Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative
W Chen, X Xu, S Zhu
Quarterly of Applied Mathematics 72 (3), 597-611, 2014
652014
A predictor–corrector approach for pricing American options under the finite moment log-stable model
W Chen, X Xu, SP Zhu
Applied Numerical Mathematics 97, 15-29, 2015
452015
A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
XJ He, W Chen
Mathematics and Financial Economics 15 (2), 381-396, 2021
402021
The pricing of credit default swaps under a generalized mixed fractional Brownian motion
X He, W Chen
Physica A: Statistical Mechanics and its Applications 404, 26-33, 2014
342014
Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching
XJ He, W Chen
IMA Journal of Management Mathematics 33 (2), 255-272, 2022
322022
Forecasting corporate failure in the Chinese energy sector: A novel integrated model of deep learning and support vector machine
W Xu, Y Pan, W Chen, H Fu
Energies 12 (12), 2251, 2019
322019
Pricing Parisian and Parasian options analytically
SP Zhu, WT Chen
Journal of Economic Dynamics and Control 37 (4), 875-896, 2013
302013
Numerically pricing American options under the generalized mixed fractional Brownian motion model
W Chen, B Yan, G Lian, Y Zhang
Physica A: Statistical Mechanics and its Applications 451, 180-189, 2016
272016
An inverse finite element method for pricing American options
SP Zhu, WT Chen
Journal of Economic Dynamics and Control 37 (1), 231-250, 2013
232013
Stock loan valuation under a stochastic interest rate model
W Chen, L Xu, SP Zhu
Computers & Mathematics with Applications 70 (8), 1757-1771, 2015
192015
A HODIE finite difference scheme for pricing American options
Z Cen, W Chen
Advances in Difference Equations 2019, 1-17, 2019
182019
A new analytical approximation for European puts with stochastic volatility
SP Zhu, WT Chen
Applied Mathematics Letters 23 (6), 687-692, 2010
172010
Analytic properties of American option prices under a modified Black–Scholes equation with spatial fractional derivatives
W Chen, K Du, X Qiu
Physica A: Statistical Mechanics and its Applications 491, 37-44, 2018
152018
Pricing perpetual American options under a stochastic-volatility model with fast mean reversion
SP Zhu, WT Chen
Applied mathematics letters 24 (10), 1663-1669, 2011
152011
Basic theory of traditional Chinese medicine
孟庆云
中国中医药出版社, 2006
152006
An explicit closed-form analytical solution for European options under the CGMY model
W Chen, M Du, X Xu
Communications in Nonlinear Science and Numerical Simulation 42, 285-297, 2017
142017
Pricing European call options under a hard-to-borrow stock model
G Ma, SP Zhu, W Chen
Applied Mathematics and Computation 357, 243-257, 2019
132019
A spectral-collocation method for pricing perpetual American puts with stochastic volatility
SP Zhu, WT Chen
Applied mathematics and computation 217 (22), 9033-9040, 2011
132011
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