Weixing Wu

According to our database, Weixing Wu authored at least 8 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Vulnerable European Call Option Pricing Based on Uncertain Fractional Differential Equation.

Ziqi Lei, Qing Zhou, Weixing Wu, Zengwu Wang

J. Syst. Sci. Complex., February, 2023

2019

Pricing of Defaultable Securities Associated with Recovery Rate Under the Stochastic Interest Rate Driven by Fractional Brownian Motion.

Qing Zhou, Qian Wang, Weixing Wu

J. Syst. Sci. Complex., 2019

2017

Short- and Long-Run Business Conditions and Expected Returns.

Qi Liu, Libin Tao, Weixing Wu, Jianfeng Yu

Manag. Sci., 2017

On optimal mean-field control problem of mean-field forward-backward stochastic system with jumps under partial information.

Qing Zhou, Yong Ren, Weixing Wu

J. Syst. Sci. Complex., 2017

2014

An accurate binomial model for pricing American Asian option.

Jian Liu, Weixing Wu, Jingfeng Xu, Haijian Zhao

J. Syst. Sci. Complex., 2014

2013

Partnership dissolution and proprietary information.

Jianpei Li, Yi Xue, Weixing Wu

Soc. Choice Welf., 2013

2011

On solutions to backward stochastic partial differential equations for Lévy processes.

Qing Zhou, Yong Ren, Weixing Wu

J. Comput. Appl. Math., 2011

2005

Investment with restricted stock and the value of information.

Weixing Wu, Yongxiang Wang

Appl. Math. Comput., 2005