Xiangwei Wan : Citation Profile

Shanghai Jiao Tong University

4

H index

1

i10 index

55

Citations

RESEARCH PRODUCTION:

7

Articles

1

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 3
   Journals where Xiangwei Wan has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 1 (1.79 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pwa615
   Updated: 2025-03-08    RAS profile: 2024-12-08    
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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 (2)

Mele, Antonio (2)

Moreno, Manuel (1)

Cites to:

Cao, Charles (3)

Chen, Zhiwu (3)

Andersen, Torben (3)

Lo, Andrew (3)

Kristensen, Dennis (2)

Xiu, Dacheng (2)

Schneider, Paul (2)

Mele, Antonio (2)

Basak, Suleyman (2)

Kahneman, Daniel (1)

Tauchen, George (1)

Main data

Where Xiangwei Wan has published?

Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Recent works citing Xiangwei Wan (2025 and 2024)

YearTitle of citing document
2024Non-concave distributionally robust stochastic control in a discrete time finite horizon setting. (2024). Sester, Julian ; Neufeld, Ariel. In: Papers. RePEc:arx:papers:2404.05230.

Full description at Econpapers || Download paper

2024Closed-form approximations of moments and densities of continuous–time Markov models. (2024). Mele, Antonio ; Lee, Young Jun ; Kristensen, Dennis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001404.

Full description at Econpapers || Download paper

Works by Xiangwei Wan:

YearTitleTypeCited
2024Enhancing Black-Scholes Delta Hedging via Deep Learning In: Papers.
[Full Text][Citation analysis]		paper0
2017SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY In: Mathematical Finance.
[Full Text][Citation analysis]		article0
2021Hermite expansion of transition densities and European option prices for multivariate diffusions with jumps In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article5
2017Approximate arbitrage-free option pricing under the SABR model In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article6
2019A new delta expansion for multivariate diffusions via the Itô-Taylor expansion In: Journal of Econometrics.
[Full Text][Citation analysis]		article8
2022Nonconcave Utility Maximization with Portfolio Bounds In: Management Science.
[Full Text][Citation analysis]		article4
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team