Hui Wang

Finance · Advances in Applied Probability · 2000–2005

A researcher in the Science corpus: 9 papers; trusts 20 researchers and is trusted by 18 researchers here, as inferred from the citation graph.

Subfields

• Finance — 38 citations into it; #2,098 of 10,518 by trust here, #2,010 by citations
• Economics and Econometrics — 15 citations into it; #14,502 of 23,481 by trust here, #20,008 by citations
• Demography — 10 citations into it; #4,219 of 4,236 by trust here, #3,224 by citations
• Statistics and Probability — 9 citations into it; #7,032 of 12,932 by trust here, #4,650 by citations
• Management Science and Operations Research — 6 citations into it; #6,649 of 11,946 by trust here, #5,787 by citations

Whom Hui Wang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Steven Kou
2. Rama Cont
3. M. Sion
4. Paul Glasserman
5. Peter Tankov
6. John C. Hull
7. Peter P. Carr
8. Søren Asmussen
9. Florin Avram
10. Svetlana Boyarchenko

Who trusts Hui Wang overall

1. Steven Kou
2. Ernesto Mordecki
3. Pavel V. Gapeev
4. Ariel Almendral
5. Robert Almgren
6. Giovanni Petrella
7. Yongjun Hong
8. Cornelis W. Oosterlee
9. Peter P. Carr
10. T. Li

Papers from Hui Wang's perspective

Ordered by how strongly the researchers Hui Wang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Valuing American Options by Simulation: A Simple Least-Squares Approach
2. First passage times of a jump diffusion process (Advances in Applied Probability)
3. Calibration of Jump-Diffusion Option Pricing Models: A Robust Non-Parametric Approach
4. A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (SIAM Journal on Numerical Analysis)
5. Russian and American put options under exponential phase-type Lévy models
6. Optimal stopping and perpetual options for Lévy processes
7. Evaluating first-passage probabilities for spectrally one-sided Lévy processes (Journal of Applied Probability)
8. Options, Futures, and Other Derivatives
9. Monte Carlo valuation of American options
10. A Jump-Diffusion Model for Option Pricing (Management Sciences)

Their papers

• On the optimality of conditional expectation as a Bregman predictor (2005) — 308 citations
• A Barrier Option of American Type (2000) — 60 citations
• On optimal terminal wealth under transaction costs (2001) — 52 citations
• Importance Sampling, Large Deviations, and Differential Games (2004) — 181 citations
• Pricing Path-Dependent Options with Jump Risk via Laplace Transforms (2005) — 79 citations
• Option Pricing Under a Double Exponential Jump Diffusion Model (2004) — 673 citations
• First passage times of a jump diffusion process (2003) — 315 citations
• Optimal stopping with random intervention times (2002) — 93 citations
• Finite-Fuel Singular Control With Discretionary Stopping (2000) — 61 citations