| Weighted discounting -- On group diversity, time-inconsistency, and consequences for investment S Ebert, W Wei, XY Zhou Journal of Economic Theory 189, 2020 | 60* | 2020 |
| Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle KS Tan, P Wei, W Wei, SC Zhuang European Journal of Operational Research 282 (1), 345-362, 2020 | 57 | 2020 |
| Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency KS Tan, W Wei, XY Zhou SIAM Journal on Control and Optimization 59 (6), 4136-4154, 2021 | 31 | 2021 |
| Optimal switching at Poisson random intervention times G Liang, W Wei Discrete and Continuous Dynamic Systems Series B 21 (5), 1483-1505, 2016 | 25 | 2016 |
| Funding liquidity, debt tenor structure, and creditor’s belief: an exogenous dynamic debt run model G Liang, E Lütkebohmert, W Wei Mathematics and Financial Economics 9, 271-302, 2015 | 24* | 2015 |
| A FULLY NON-LINEAR PDE PROBLEM FROM PRICING CDS WITH COUNTERPARTY RISK. B Hu, L Jiang, J Liang, W Wei Discrete & Continuous Dynamical Systems-Series B 17 (6), 2012 | 14 | 2012 |
| On the Time-Inconsistent Deterministic Linear-Quadratic Control H Cai, D Chen, Y Peng, W Wei SIAM Journal on Control and Optimization 60 (2), 968-991, 2022 | 9 | 2022 |
| Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems Y Peng, P Wei, W Wei arXiv preprint arXiv:2405.11392, 2024 | 5 | 2024 |
| Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms C Sun, KS Tan, W Wei arXiv preprint arXiv:2201.09105, 2022 | 2 | 2022 |
| Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness Y Peng, W Wei arXiv preprint arXiv:2308.13850, 2023 | 1 | 2023 |
| Irreversible investment under weighted discounting: effects of decreasing impatience P Wei, W Wei arXiv preprint arXiv:2409.01478, 2024 | | 2024 |
| Recursive Optimal Stopping with Poisson Stopping Constraints G Liang, W Wei, Z Wu, Z Xu arXiv preprint arXiv:2407.17975, 2024 | | 2024 |
| A stochastic model of mutual insurance under heterogeneous time preferences P Wei, W Wei, CC Yang Available at SSRN 5001333, 2024 | | 2024 |
| Financial mathematics series: mathematical models and case analysis of credit risk valuation (Chinese edition) L Jiang, J Liang, X Ren, W Wei Higher Education Press, 2014 | | 2014 |
Ken Seng TanNanyang Technological UniversityVerified email at ntu.edu.sg
