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A new sampling strategy willow tree method with application to path-dependent option pricing
Xu, Wei; Hong, Zhiwu; Qin, Chenxiang - In: Quantitative finance 13 (2013) 6, pp. 861-872
Persistent link: https://www.econbiz.de/10010134646
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Willow tree algorithms for pricing Guaranteed Minimum Withdrawal Benefits under jump-diffusion and CEV models
Dong, Bing; Xu, Wei; Kwok, Yue-Kuen - In: Quantitative finance 19 (2019) 10, pp. 1741-1761
Persistent link: https://www.econbiz.de/10012194821
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Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree
Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053
Persistent link: https://www.econbiz.de/10012313551
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A data-driven explainable case-based reasoning approach for financial risk detection
Li, Wei; Paraschiv, Florentina; Sermpinis, Georgios - In: Quantitative finance 22 (2022) 12, pp. 2257-2274
Persistent link: https://www.econbiz.de/10013490942