The following pages link to Tai-Ho Wang (Q817289):
Displaying 26 items.
- Static-arbitrage optimal subreplicating strategies for basket options (Q817290) (← links)
- Generating integrable one dimensional driftless diffusions (Q857067) (← links)
- Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios (Q1003813) (← links)
- Influence functions and local influence in linear discriminant analysis (Q1020023) (← links)
- Pair-perturbation influence functions and local influence in PCA (Q1020690) (← links)
- Pair-perturbation influence functions of nongaussianity by projection pursuit (Q1023745) (← links)
- Inequalities between Dirichlet and Neumann eigenvalues for domains in spheres. (Q1596461) (← links)
- Bridge representation and modal-path approximation (Q1756961) (← links)
- Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
- Influence analysis of non-Gaussianity by applying projection pursuit (Q2467387) (← links)
- Graphs with prescribed mean curvature in the sphere (Q2716801) (← links)
- A global pinching theorem for surfaces with constant mean curvature in \(S^3\) (Q2750899) (← links)
- Sensitivity analysis of nongaussianity by projection pursuit (Q3097907) (← links)
- Bessel bridge representation for the heat kernel in hyperbolic space (Q3132807) (← links)
- Static-arbitrage upper bounds for the prices of basket options (Q3375374) (← links)
- Generalized uncorrelated SABR models with a high degree of symmetry (Q3577153) (← links)
- Optimal execution with uncertain order fills in Almgren–Chriss framework (Q4555058) (← links)
- Implied Volatility from Local Volatility: A Path Integral Approach (Q4560334) (← links)
- MOST-LIKELY-PATH IN ASIAN OPTION PRICING UNDER LOCAL VOLATILITY MODELS (Q4584697) (← links)
- ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS (Q4919611) (← links)
- Target volatility option pricing in the lognormal fractional SABR model (Q5234360) (← links)
- (Q5325648) (← links)
- THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION (Q5389097) (← links)
- CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS (Q5493850) (← links)
- Sharp Upper and Lower Bounds for Basket Options (Q5700151) (← links)
- Optimal order execution under price impact: a hybrid model (Q6549607) (← links)
