Man-ho Wu
2010
A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.
Whom Man-ho Wu trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from Man-ho Wu's perspective
Ordered by how strongly the researchers Man-ho Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Stochastic equations in infinite dimensions
- Markov Processes: Characterization and Convergence
- A General Asymptotic Implied Volatility for Stochastic Volatility Models
- THE GEOMETRY OF DISSIPATIVE EVOLUTION EQUATIONS: THE POROUS MEDIUM EQUATION
- Large Deviations for Stochastic Processes
- SMALL-TIME ASYMPTOTICS FOR IMPLIED VOLATILITY UNDER THE HESTON MODEL
- Option Valuation under Stochastic Volatility
- Derivatives in Financial Markets with Stochastic Volatility
- On a stochastic scalar conservation law
- Hyberbolic [i.e. Hyperbolic] conservation laws in continuum physics
Their papers
- Stochastic and geometric analysis of two infinite-dimensional groups (2010) — 200 citations