Fangwei Shi

Asymptotic analysis of new stochastic volatility models

Fangwei Shi, 2017 .

The Randomised Heston Model

A. Jacquier, Fangwei Shi, 2016, 1608.07158.

Overreaction effect: evidence from an emerging market (Shanghai stock market)

Nawazish Mirza, Fangwei Shi, K. Reddy, 2020 .

The Randomized Heston Model

Antoine Jacquier, Fangwei Shi, A. Jacquier, 2019, SIAM J. Financial Math..