The following pages link to Tao Pang (Q338657):
Displaying 33 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- Financing strategies for a capital-constrained supplier under yield uncertainty (Q781100) (← links)
- Path-integral quantum Monte Carlo study of a mixture of Bose-Einstein condensates (Q973481) (← links)
- Finite difference approximation for stochastic optimal stopping problems with delays (Q1008794) (← links)
- Global smooth solution and large time behavior of the one-dimensional Navier-Stokes equations (Q1304613) (← links)
- Global smooth solutions and large time behavior of the one-dimensional Navier-Stokes equations (Q1304636) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- A closed-form solution of the Black-Litterman model with conditional value at risk (Q2417059) (← links)
- A Stochastic Portfolio Optimization Model with Bounded Memory (Q2884292) (← links)
- Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory (Q3145067) (← links)
- (Q3461297) (← links)
- Finite Difference Approximations for Stochastic Control Systems with Delay (Q3506296) (← links)
- Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients (Q3557953) (← links)
- An Introduction to Computational Physics (Q3575200) (← links)
- (Q4211930) (← links)
- A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel Under Double Price Regulation (Q4561186) (← links)
- An Application of Stochastic Control Theory to Financial Economics (Q4652546) (← links)
- (Q4710052) (← links)
- (Q4856470) (← links)
- An Introduction to Quantum Monte Carlo Methods (Q4976756) (← links)
- Optimal strategies for a capital constrained contract-farming supply chain with yield insurance (Q5003509) (← links)
- A stochastic portfolio optimization model with complete memory (Q5355186) (← links)
- Optimal control of stochastic functional differential equations with a bounded memory (Q5451161) (← links)
- A stochastic control model of investment, production and consumption (Q5464387) (← links)
- STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY (Q5487829) (← links)
- An Introduction to Computational Physics (Q5719211) (← links)
- Optimal strategies of contract‐farming supply chain under the cooperative mode of bank‐insurance: loan guarantee insurance versus yield insurance (Q6056290) (← links)
- Optimal strategies for green supply chain considering social responsibility and environmental responsibility (Q6059570) (← links)
- Optimal Strategies for A Dual-Channel Farming Supply Chain with Horizontal Competition and Cooperation (Q6077943) (← links)
- Optimal strategies for green supply chains with competition between green and traditional suppliers (Q6127640) (← links)
- An application of functional Ito's formula to stochastic portfolio optimization with bounded memory (Q6566267) (← links)
- A new stochastic model for stock price with delay effects (Q6567482) (← links)
