| Closed-form asymptotics and numerical approximations of 1D parabolic equations with applications to option pricing W Cheng, N Costanzino, J Liechty, A Mazzucato, V Nistor SIAM Journal on Financial Mathematics 2 (1), 901-934, 2011 | 37 | 2011 |
| Approximate solutions to second order parabolic equations II: time-dependent coefficients W Cheng, A Mazzucato, V Nistor IMA preprint #2372, 2011 | 15 | 2011 |
| The CEV Model Revisited W Cheng, T Zhang Available at SSRN 2487669, 2014 | 6 | 2014 |
| Closed form asymptotics for local volatility models W Cheng, N Costanzino, J Liechty, A Mazzucato, V Nistor arXiv preprint arXiv:0910.2309, 2009 | 5 | 2009 |
| Approximate solutions to second order parabolic equations III: the degenerate case W Cheng, R Costantinescu, N Costanzino, AL Mazzucato, V Nistor preparation, 0 | 5 | |
| Approximate solutions to second order parabolic equations with applications to option pricing W Cheng The Pennsylvania State University, 2011 | 3 | 2011 |
| Analytical Green's Function Approximation and Option Pricing W Cheng LAP Lambert Academic Publishing, 2011 | 2 | 2011 |
| Closed Form Pricing for Commodity Spread Options with High Correlation W Cheng Available at SSRN 2533310, 2014 | 1 | 2014 |
| Approximate solutions to second-order parabolic equations: Evolution systems and discretization W Cheng, AL Mazzucato, V Nistor arXiv preprint arXiv:2111.00593, 2021 | | 2021 |
| FUNDAMENTALS OF PSEUDODIFFERENTIAL OPERATORS WEN CHENG | | 2009 |
