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Xiaotian Wang · Study

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Xiaotian Wang

6 works· latest 2016· 3 institutionscluster: provisionalORCID 0000-0003-2019-7026

h-index5

i105

Citations217

Works here6

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16

Most cited in this library

Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model2009 · 57 citations
Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black–Scholes model2009 · 55 citations
Scaling and long-range dependence in option pricing II: Pricing European option with transaction costs under the mixed Brownian–fractional Brownian model2009 · 43 citations
Pricing European option with transaction costs under the fractional long memory stochastic volatility model2011 · 30 citations
Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in ☆2001 · 30 citations

Works

6 shown

Framing Effects: Behavioral Dynamics and Neural Basis

Studies in neuroscience, psychology and behavioral economics·2016·2 authors·chapter

2citations

Pricing European option with transaction costs under the fractional long memory stochastic volatility model

Physica A Statistical Mechanics and its Applications·2011·4 authors

30citations

Scaling and long range dependence in option pricing, IV: Pricing European options with transaction costs under the multifractional Black–Scholes model

Physica A Statistical Mechanics and its Applications·2009·1 author

55citations

Scaling and long-range dependence in option pricing II: Pricing European option with transaction costs under the mixed Brownian–fractional Brownian model

Physica A Statistical Mechanics and its Applications·2009·4 authors

43citations

Scaling and long-range dependence in option pricing I: Pricing European option with transaction costs under the fractional Black–Scholes model

Physica A Statistical Mechanics and its Applications·2009·1 author

57citations

Option pricing of fractional version of the Black–Scholes model with Hurst exponent H being in ☆

Chaos Solitons & Fractals·2001·3 authors

30citations