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Author

Wenxiu Gong

ORCID: 0000-0001-7211-7521
Observed ORCID: 0000-0001-7211-7521
OpenAlex ID: A5084307131
Numerical Method for American Option Pricing under the Time‐Fractional Black–Scholes Model
2023 · Yesen Sun, Wenxiu Gong, et al. · Mathematical Problems in Engineering · 6
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Reconstruction of local volatility surface from American options
2022 · Wenxiu Gong, Zuoliang Xu · Journal of Inverse and Ill-Posed Problems · 4
Non-recombining trinomial tree pricing model and calibration for the volatility smile
2018 · Wenxiu Gong, Zuoliang Xu · Journal of Inverse and Ill-Posed Problems · 4
An RBF Method for Time Fractional Jump-Diffusion Option Pricing Model under Temporal Graded Meshes
2024 · Wenxiu Gong, Zuoliang Xu, et al. · Axioms · 3
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A space–time Trefftz DG scheme for the time-dependent Maxwell equations in anisotropic media
2023 · Long Yuan, Wenxiu Gong · Mathematics and Computers in Simulation · 3
The option pricing problem based on the uncertain fractional volatility stock model
2024 · Wenxiu Gong, Miao Tian, et al. · Soft Computing · 2
An inverse problem for calibrating the volatility in time fractional jump-diffusion option pricing model
2026 · Wenxiu Gong, Yesen Sun, et al. · Journal of Computational and Applied Mathematics · 1
American barrier option pricing with floating interest rate based on uncertain fractional differential equations
2025 · Miao Tian, Wenxiu Gong, et al. · Probability Uncertainty and Quantitative Risk · 1
An alternative tree method for calibration of the local volatility
2020 · Wenxiu Gong, Zuoliang Xu · Journal of Industrial and Management Optimization · 1
Entropy binomial tree method and calibration for the volatility smile
2020 · Wenxiu Gong, Zuoliang Xu, et al. · Inverse Problems in Science and Engineering
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Works count: 10
Citation count: 25
H-index: 3
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