Xiangwei Wan : Citation Profile

Are you Xiangwei Wan?

Shanghai Jiao Tong University

3

H index

1

i10 index

45

Citations

RESEARCH PRODUCTION:

5

Articles

RESEARCH ACTIVITY:

   9 years (2010 - 2019). See details.
   Cites by year: 5
   Journals where Xiangwei Wan has often published
   Relations with other researchers
   Recent citing documents: 4.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa615
   Updated: 2024-04-18    RAS profile: 2019-05-18    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiangwei Wan.

Is cited by:

Choi, Jaehyuk (4)

Germano, Guido (2)

Kristensen, Dennis (1)

Moreno, Manuel (1)

Cites to:

Mele, Antonio (1)

Kristensen, Dennis (1)

Ait-Sahalia, Yacine (1)

Egorov, Alexei (1)

ju, nengjiu (1)

Lo, Andrew (1)

LI, HAITAO (1)

Rahbek, Anders (1)

OU-YANG, HUI (1)

Hansen, Lars (1)

Fan, Jianqing (1)

Main data

Where Xiangwei Wan has published?

Recent works citing Xiangwei Wan (2024 and 2023)

YearTitle of citing document
2023Excursion Risk. (2020). Cont, Rama ; Ananova, Anna ; Xu, Renyuan. In: Papers. RePEc:arx:papers:2011.02870.

Full description at Econpapers || Download paper

2023Option pricing under the normal SABR model with Gaussian quadratures. (2023). Ki, Byoung ; Choi, Jaehyuk. In: Papers. RePEc:arx:papers:2301.02797.

Full description at Econpapers || Download paper

2023Closed-form approximations of moments and densities of continuous-time Markov models. (2023). Kristensen, Dennis ; Mele, Antonio ; Lee, Young Jun. In: Papers. RePEc:arx:papers:2308.09009.

Full description at Econpapers || Download paper

2023Generalized two-barrier proportional step options. (2023). Li, Xin. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005864.

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Works by Xiangwei Wan:

YearTitleTypeCited
2017SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY In: Mathematical Finance.
[Full Text][Citation analysis]		article0
2017Approximate arbitrage-free option pricing under the SABR model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article7
2019A new delta expansion for multivariate diffusions via the Itô-Taylor expansion In: Journal of Econometrics.
[Full Text][Citation analysis]		article6
2010Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options In: Mathematics of Operations Research.
[Full Text][Citation analysis]		article29
2018The survival probability of the SABR model: asymptotics and application In: Quantitative Finance.
[Full Text][Citation analysis]		article3

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