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Gu Wang
Gu Wang
Підтверджена електронна адреса в wpi.edu - Домашня сторінка
Назва
Посилання
Посилання
Рік
Hedge and Mutual Funds’ Fees and the Separation of Private Investments
P Guasoni, G Wang
Finance and Stochastics 19 (3), 473–507, 2015
15*2015
Consumption and Investment with Interest Rate Risk
P Guasoni, G Wang
Journal of Mathematical Analysis and Applications 476 (1), 215-239, 2019
112019
Consumption in incomplete markets
P Guasoni, G Wang
Finance and Stochastics 24 (2), 383-422, 2020
102020
Should commodity investors follow commodities' prices?
P Guasoni, A Tolomeo, G Wang
SIAM Journal on Financial Mathematics 10 (2), 466-490, 2019
102019
Optimal fee structure of variable annuities
G Wang, B Zou
Insurance: Mathematics and Economics 101, 587-601, 2021
82021
Sharing profits in the sharing economy
P Guasoni, G Wang
SIAM Journal on Control and Optimization 58 (6), 3559-3585, 2020
62020
Quantile Hedging in a semi-static market with model uncertainty
E Bayraktar, G Wang
Mathematical Methods of Operations Research 87 (2), 197-227, 2018
42018
Fund managers’ competition for investment flows based on relative performance
G Wang, J Ye
Journal of Optimization Theory and Applications 198 (2), 605-643, 2023
12023
Performance Fees with Stochastic Benchmark
G Wang
SIAM Journal on Financial Mathematics 13 (2), 619-652, 2022
12022
Exit problems as the generalized solutions of Dirichlet problems
Y Han, Q Song, G Wang
SIAM Journal on Control and Optimization 57 (4), 2392-2414, 2019
2019
Stochastic control problems with performance fees and incomplete markets
G Wang
Boston University, 2013
2013
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Статті 1–11