Author

Xiaoyu Wang

3 papers indexed here

We haven’t gathered this author’s papers yet. Follow them and we’ll fetch their work.

Not the right person? Other researchers publish under this name.

Preprint Sep 2026

Variance-Optimal Hedging in the Rough Hawkes--Heston Model

We study variance-optimal stock hedging and the convergence of approximate strategies in the rough Hawkes--Heston model. Starting from the model's affine conditional transform and the affine Volterra jump framework, we obtain semi-explicit hedges for European calls and a representation of the minimum quadratic error th...

Ying-Li Wang, Xiao-Yu Wang · 0 citations

#machine learning Preprint Sep 2026

Penalized Nonreversible Langevin for Constrained Sampling

We propose penalized nonreversible Langevin algorithms for sampling from $\pi(x)\propto e^{-f(x)}\mathbf 1_{\mathcal C}(x)$, where $\mathcal C\subset\mathbb R^d$ is a compact convex set. The algorithms combine a squared distance penalty with constant or compatible state dependent skew symmetric perturbations that prese...

Pervez Ali, Wei-Hao Dong, Xiao-Yu Wang · 0 citations

Preprint Aug 2026

Improved Analysis for Hessian-free High-resolution Monte Carlo Sampling

An explicit quantitative contraction rate is established for HFHR dynamics under a position Poincar\'e inequality, weighted Hessian and Laplacian bounds, and a compact Sobolev embedding, where the potential function is not necessarily convex.

Wu-Jun Lv, Xiao-Yu Wang, Ying-Li Wang et al. · 0 citations