Wei Lin

Available identifiers

zbMath Open lin.wei.3MaRDI QIDQ342903

List of research outcomes

Publication	Date of Publication	Type
Further exploration into the valid regions of Gram-Charlier densities	2023-08-31	Paper
Pricing and hedging options in normal tempered stable process with 4/2 stochastic volatility	2022-03-21	Paper
The valid regions of Gram-Charlier densities with high-order cumulants	2022-02-16	Paper
Pricing VIX derivatives with free stochastic volatility model	2019-06-03	Paper
Consistent pricing of VIX and equity derivatives with the \(4/2\) stochastic volatility plus jumps model	2016-11-18	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wei Lin