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Wenting Chen · Study

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Wenting Chen

10 works· latest 2021· 5 institutionscluster: provisionalORCID 0000-0001-6039-4476

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Citations650

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Most cited in this library

Analytically pricing double barrier options based on a time-fractional Black–Scholes equation2015 · 137 citations
Practice and effectiveness of “nursing case-based learning” course on nursing student's critical thinking ability: A comparative study2019 · 101 citations
Valuing the ecosystem service benefits from kelp forest restoration: A choice experiment from Norway2020 · 100 citations
A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility2011 · 70 citations
Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative2014 · 62 citations

Works

10 shown

Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching

IMA Journal of Management Mathematics·2021·2 authors

37citations

Valuing the ecosystem service benefits from kelp forest restoration: A choice experiment from Norway

Ecological Economics·2020·5 authors·Open access

100citations

Recognition of entrepreneur’s social ties and firm innovation in emerging markets: explanation from the industrial institutional environment and survival pressure

Asia Pacific Journal of Management·2019·5 authors·Open access

29citations

Practice and effectiveness of “nursing case-based learning” course on nursing student's critical thinking ability: A comparative study

Nurse Education in Practice·2019·3 authors

101citations

A predictor–corrector approach for pricing American options under the finite moment log-stable model

Applied Numerical Mathematics·2015·3 authors

53citations

Analytically pricing double barrier options based on a time-fractional Black–Scholes equation

Computers & Mathematics with Applications·2015·3 authors·Open access

137citations

Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative

Quarterly of Applied Mathematics·2014·3 authors·Open access

62citations

The pricing of credit default swaps under a generalized mixed fractional Brownian motion

Physica A Statistical Mechanics and its Applications·2014·2 authors

34citations

Pricing Parisian and Parasian options analytically

Journal of Economic Dynamics and Control·2012·2 authors·Open access

27citations

A predictor–corrector scheme based on the ADI method for pricing American puts with stochastic volatility

Computers & Mathematics with Applications·2011·2 authors·Open access

70citations