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Wei Chen


This is information that was supplied by Wei Chen in registering through RePEc. If you are Wei Chen , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Wei
Middle Name:
Last Name: Chen

RePEc Short-ID: pch1047

Email: [This author has chosen not to make the email address public]
Postal Address: School of Economics Shandong University Shanda Nanlu 27 Jinan 250100 P.R.China


School of Economics
Shandong University
Location: Jinan, China
Handle: RePEc:edi:sesducn (more details at EDIRC)


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Working papers

  1. Wei Chen, 2013. "G-consistent price system and bid-ask pricing for European contingent claims under Knightian uncertainty," Papers 1308.6256,, revised Sep 2013.
  2. Wei Chen, 2013. "Fractional G-White Noise Theory, Wavelet Decomposition for Fractional G-Brownian Motion, and Bid-Ask Pricing Application to Finance Under Uncertainty," Papers 1306.4070,
  3. Wei Chen, 2011. "Time Consistent Bid-Ask Dynamic Pricing Mechanisms for Contingent Claims and Its Numerical Simulations Under Uncertainty," Papers 1111.4298,, revised Sep 2013.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ETS: Econometric Time Series (1) 2013-06-24. Author is listed
  2. NEP-MST: Market Microstructure (1) 2013-06-24. Author is listed
  3. NEP-ORE: Operations Research (1) 2013-06-24. Author is listed


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