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Shiyi Wang · Study
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Author
Shiyi Wang
2 works
· latest 2022
· 1 institutions
cluster: provisional
ORCID 0000-0001-9786-1357
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Citations
40
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Most cited in this library
Joint Modeling and Calibration of SPX and VIX by Optimal Transport
2022 · 21 citations
Calibration of local‐stochastic volatility models by optimal transport
2021 · 19 citations
Works
2 shown
Joint Modeling and Calibration of SPX and VIX by Optimal Transport
SIAM Journal on Financial Mathematics
·
2022
·
4 authors
21
citations
Calibration of local‐stochastic volatility models by optimal transport
Mathematical Finance
·
2021
·
3 authors
·
Open access
19
citations