Shanle Wu

Statistics

Publications

Citations

119

H-Index

Active since

2008

Affiliations

London School of Economics and Political Science(Current)

Shanle Wu is an author at London School of Economics and Political Science specializing in financial economics, brownian motion, and stochastic processes.

Publications per year

2008–2011

Publications

Perturbed Brownian motion and its application to Parisian option pricing

Angelos Dassios, Shanle Wu · Finance and Stochastics · 2009 · 57 citations

Engineering, Finance, Mathematics +13

On barrier strategy dividends with Parisian implementation delay for classical surplus processes

Angelos Dassios, Shanle Wu · Insurance Mathematics and Economics · 2009 · 27 citations

Business, Economics, Strategy +3

Double-Barrier Parisian Options

Angelos Dassios, Shanle Wu · Journal of Applied Probability · 2011 · 22 citations

Engineering, Economics, Finance +17

Parisian ruin with exponential claims

Angelos Dassios, Shanle Wu · London School of Economics and Political Science Research Online (London School of Economics and Political Science) · 2008 · 13 citations · Full text

Engineering, Mathematics, Risk Management +17

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