Items by Wang, Jiajie
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Number of items: 2.
M. G. Cox, A. and Wang, J., 2013. Root's barrier:Construction, optimality and applications to variance options. Annals of Applied Probability, 23 (3), pp. 859-894.
Wang, J., 2011. Root’s and Rost’s Embeddings: Construction, Optimality and Applications to Variance Options. Thesis (Doctor of Philosophy (PhD)). University of Bath.