Xiaojie Wang

Finance · with Gan · 2010–2020

A researcher in the Science corpus: 4 papers; trusts 2 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Xiaojie Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Desmond John Higham
  2. Peter E. Kloeden
  3. Xuerong Mao
  4. Sotirios Sabanis
  5. Eckhard Platen
  6. Ernst Hairer
  7. Arnulf Jentzen

Who trusts Xiaojie Wang overall

  1. Charles-Edouard Br'ehier

Papers from Xiaojie Wang's perspective

Ordered by how strongly the researchers Xiaojie Wang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Multilevel Monte Carlo Path Simulation (Operational Research)
  2. Ergodicity for SDEs and approximations: locally Lipschitz vector fields and degenerate noise
  3. Mean-Square and Asymptotic Stability of the Stochastic Theta Method (SIAM Journal on Numerical Analysis)
  4. Financial Modelling with Jump Processes
  5. Convergence of a discretization scheme for jump-diffusion processes with state–dependent intensities (Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences)
  6. Monte Carlo Methods in Financial Engineering
  7. Is the Short Rate Drift Actually Nonlinear
  8. Nonparametric Specification Testing for Continuous-Time Models with Applications to Term Structure of Interest Rates
  9. Short rate nonlinearities and regime switches
  10. Strong convergence of an explicit numerical method for SDEs with nonglobally Lipschitz continuous coefficients

Their papers