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1

Approximate Arbitrage-Free Option Pricing under the SABR Model

Yang, Nian, Chen, Nan, Liu, Yanchu, Wan, Xiangwei

Journal:

Journal of Economic Dynamics and Control

Year:

2017

Language:

english

File:

PDF, 1.48 MB

english, 2017

2

Pricing double-barrier options under a flexible jump diffusion model

Ning Cai, Nan Chen, Xiangwei Wan

Journal:

Operations Research Letters

Year:

2009

Language:

english

File:

PDF, 842 KB

english, 2009

3

[IEEE 2012 IEEE 51st Annual Conference on Decision and Control (CDC) - Maui, HI, USA (2012.12.10-2012.12.13)] 2012 IEEE 51st IEEE Conference on Decision and Control (CDC) - Analysis of non-linear behavior - a sensitivity-based approach

Cao, Xi-Ren, Wan, Xiangwei

Year:

2012

Language:

english

File:

PDF, 266 KB

english, 2012

4

Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options

Cai, Ning, Chen, Nan, Wan, Xiangwei

Journal:

Mathematics of Operations Research

Year:

2010

Language:

english

File:

PDF, 348 KB

english, 2010

5

The survival probability of the SABR model: asymptotics and application

Yang, Nian, Wan, Xiangwei

Journal:

Quantitative Finance

Year:

2018

Language:

english

File:

PDF, 532 KB

english, 2018

6

Approximate Arbitrage-Free Option Pricing Under the SABR Model

Yang, Nian, Chen, Nan, Liu, Yanchu, Wan, Xiangwei

Journal:

SSRN Electronic Journal

Year:

2016

Language:

english

File:

PDF, 336 KB

english, 2016

7

Quantitative determination of apigenin and its metabolism in rat plasma after intravenous bolus administration by HPLC coupled with tandem mass spectrometry

Lili Wan, Cheng Guo, Qi Yu, Yan Li, Xiangwei Wang, Xiaolin Wang, Chunlin Chen

Journal:

Journal of Chromatography B

Year:

2007

Language:

english

File:

PDF, 173 KB

english, 2007

8

A NONZERO-SUM GAME APPROACH TO CONVERTIBLE BONDS: TAX BENEFIT, BANKRUPTCY COST, AND EARLY/LATE CALLS

Nan Chen, Min Dai, Xiangwei Wan

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 977 KB

english, 2012

9

TGF-β type II receptor phosphorylates PTH receptor to integrate bone remodelling signalling

Qiu, Tao, Wu, Xiangwei, Zhang, Fengjie, Clemens, Thomas L., Wan, Mei, Cao, Xu

Journal:

Nature Cell Biology

Year:

2010

Language:

english

File:

PDF, 2.66 MB

english, 2010

10

TGF-β1–induced migration of bone mesenchymal stem cells couples bone resorption with formation

Tang, Yi, Wu, Xiangwei, Lei, Weiqi, Pang, Lijuan, Wan, Chao, Shi, Zhenqi, Zhao, Ling, Nagy, Timothy R, Peng, Xinyu, Hu, Junbo

Journal:

Nature Medicine

Year:

2009

Language:

english

File:

PDF, 882 KB

english, 2009

11

Sustained BMP Signaling in Osteoblasts Stimulates Bone Formation by Promoting Angiogenesis and Osteoblast Differentiation

Fengjie Zhang, Tao Qiu, Xiangwei Wu, Chao Wan, Weibin Shi, Ying Wang, Jian-guo Chen, Mei Wan, Thomas L Clemens, Xu Cao

Journal:

Journal of Bone and Mineral Research

Year:

2009

Language:

english

File:

PDF, 1.22 MB

english, 2009

12

Sonic Hedgehog pathway is essential for neuroblastoma cell proliferation and tumor growth

Lunshan Xu, Xiangwei Wang, Jianhua Wan, Tai Li, Xueyang Gong, Kui Zhang, Liang Yi, Zhonghuai Xiang, Minhui Xu, Hongjuan Cui

Journal:

Molecular and Cellular Biochemistry

Year:

2012

Language:

english

File:

PDF, 586 KB

english, 2012

13

Inhibition of Sca-1-Positive Skeletal Stem Cell Recruitment by Alendronate Blunts the Anabolic Effects of Parathyroid Hormone on Bone Remodeling

Xiangwei Wu, Lijuan Pang, Weiqi Lei, William Lu, Jun Li, Zhaoyang Li, Frank J. Frassica, Xueling Chen, Mei Wan, Xu Cao

Journal:

Year:

2010

Language:

english

File:

PDF, 1.84 MB

english, 2010

14

Ribosome profiling reveals sequence-independent post-initiation pausing as a signature of translation

Han, Yan, Gao, Xiangwei, Liu, Botao, Wan, Ji, Zhang, Xingqian, Qian, Shu-Bing

Journal:

Year:

2014

Language:

english

File:

PDF, 1.69 MB

english, 2014

15

SENSITIVITY ANALYSIS OF NONLINEAR BEHAVIOR WITH DISTORTED PROBABILITY

Cao, Xi-Ren, Wan, Xiangwei

Journal:

Mathematical Finance

Year:

2014

Language:

english

File:

PDF, 434 KB

english, 2014

16

Quantitative profiling of initiating ribosomes in vivo

Gao, Xiangwei, Wan, Ji, Liu, Botao, Ma, Ming, Shen, Ben, Qian, Shu-Bing

Journal:

Year:

2014

Language:

english

File:

PDF, 1.34 MB

english, 2014

17

A Non-Zero-Sum Game Approach for Convertible Bonds: Tax Benefits, Bankrupt Cost and Early/Late Call

Chen, Nan, Dai, Min, Wan, Xiangwei

Journal:

SSRN Electronic Journal

Year:

2010

Language:

english

File:

PDF, 703 KB

english, 2010

18

Irradiation induces bone injury by damaging bone marrow microenvironment for stem cells

Xu Cao, Xiangwei Wu, Deborah Frassica, Bing Yu, Lijuan Pang, Lingling Xian, Mei Wan, Weiqi Lei, Michael Armour, Erik Tryggestad, John Wong, Chun Yi Wen, William Weijia Lu, Frank J. Frassica, Peter N.

Journal:

Proceedings of the National Academy of Sciences

Year:

2011

Language:

english

File:

PDF, 1.38 MB

english, 2011

19

How Does Perturbation Analysis Work in Finance and Economics?

Cao, Xi-Ren, Wan, Xiangwei

Journal:

IFAC Proceedings Volumes

Year:

2014

Language:

english

File:

PDF, 166 KB

english, 2014

20

E-cadherin-mediated contact of endothelial progenitor cells with mesenchymal stem cells through β-catenin signaling

Xia, Jie, Zhang, Hongwei, Gao, Xiaopeng, Guo, Jun, Hou, Jixue, Wang, Xiaoyi, Wang, Sibo, Yang, Tao, Zhang, Xuyong, Ge, Quanhu, Wan, Longfei, Cheng, Wenzhe, Zheng, Jinpo, Chen, Xueling, Wu, Xiangwei

Journal:

Cell Biology International

Year:

2016

Language:

english

File:

PDF, 1.17 MB

english, 2016

21

VEGF secreted by mesenchymal stem cells mediates the differentiation of endothelial progenitor cells into endothelial cells via paracrine mechanisms

Ge, Quanhu, Zhang, Hongwei, Hou, Jixue, Wan, Longfei, Cheng, Wenzhe, Wang, Xiaoyi, Dong, Dan, Chen, Congzhe, Xia, Jie, Guo, Jun, Chen, Xueling, Wu, Xiangwei

Journal:

Molecular Medicine Reports

Year:

2017

Language:

english

File:

PDF, 1.59 MB

english, 2017

22

Effect of secondary discharge on the repeatability of contact discharge method

Wan, Fayu, Wang, Xiangwei, Li, Binhong

Journal:

Electronics Letters

Year:

2017

Language:

english

File:

PDF, 519 KB

english, 2017

23

A method to establish a mouse model of bone marrow microenvironment injury

Cheng, Wenzhe, Ge, Quanhu, Wan, Longfei, Wang, Xiaoyi, Chen, Xueling, Wu, Xiangwei

Journal:

Experimental Animals

Year:

2017

Language:

english

File:

PDF, 4.26 MB

english, 2017

24

The Survival Probability of the SABR Model: Asymptotics and Application

Yang, Nian, Wan, Xiangwei

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 545 KB

english, 2017

25

Efficient glutathione production in metabolically engineered Escherichia coli strains using constitutive promoters

Cui, Xiangwei, Wan, Junxian, Zhang, Xing, Wu, Hui, Li, Zhimin, Ye, Qin

Journal:

Journal of Biotechnology

Year:

2018

Language:

english

File:

PDF, 712 KB

english, 2018

26

Estrogen nuclear receptors affect cell migration by altering sublocalization of AQP2 in glioma cell lines

Wan, Shu, Jiang, Juanjuan, Zheng, Chuanming, Wang, Ning, Zhai, Xia, Fei, Xiangwei, Wu, Ruijin, Jiang, Xiuxiu

Journal:

Cell Death Discovery

Year:

2018

Language:

english

File:

PDF, 2.17 MB

english, 2018

27

Density Approximations for Multivariate Diffusions Via an Ito-Taylor Expansion Approach

Yang, Nian, Chen, Nan, Wan, Xiangwei

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 716 KB

english, 2017

28

A new delta expansion for multivariate diffusions via the Itô-Taylor expansion

Yang, Nian, Chen, Nan, Wan, Xiangwei

Journal:

Journal of Econometrics

Year:

2019

File:

PDF, 1.02 MB

2019

29

Hermite Expansion for Transition Densities of Irreducible Diffusions with An Application to Option Pricing

Wan, Xiangwei, Yang, Nian

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 552 KB

english, 2019

30

miR-548b-3p functions as a tumor suppressor in lung cancer

Wang, Zhenlin, Wu, Xingfu, Hou, Xiangwei, Zhao, Wenqiu, Yang, Cheng, Wan, Wei, Chen, Lixia

Journal:

Lasers in Medical Science

Year:

2019

Language:

english

File:

PDF, 1.30 MB

english, 2019

31

Elastoplastic damage seepage–consolidation coupled model of unsaturated undisturbed loess and its application

Yao, Zhihua, Chen, Zhenghan, Fang, Xiangwei, Wang, Weiguang, Li, Wan, Su, Lihai

Journal:

Acta Geotechnica

Year:

2019

Language:

english

File:

PDF, 2.84 MB

english, 2019

32

Severity of Albuminuria as an Early Indicator for Wound Healing in Type 2 Diabetic Foot Ulcers

Ling, Xiangwei, Wang, Haishuang, Wan, Li, Guo, Hailei, Liu, Zhengjun, Lin, Cai, Zhang, Xingxing

Journal:

Wound Repair and Regeneration

Year:

2020

File:

PDF, 2.19 MB

2020

33

Chrysophanol administration alleviates bleomycin-induced pulmonary fibrosis by inhibiting lung fibroblast proliferation and Wnt/Î²-catenin signaling

Qi, Xiangwei, Ou, Yamei, Xie, Ying, Cai, Kangrong, Gan, Hualin, Wan, Qiqi, Xie, Hao, Song, Zeqing

Journal:

Tropical Journal of Pharmaceutical Research

Year:

2020

File:

PDF, 333 KB

2020