W. Suo

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Volatility surfaces: theory, rules of thumb, and empirical evidence Quantitative Finance	2007-12-19	Paper
Hedging Options with Transaction Costs International Series in Operations Research & Management Science	2007-07-18	Paper
Singular Optimal Stochastic Controls I: Existence SIAM Journal on Control and Optimization	1999-08-29	Paper
Singular Optimal Stochastic Controls II: Dynamic programming SIAM Journal on Control and Optimization	1999-08-29	Paper
Producing in a manufacturing system with minimum average cost Nonlinear Analysis: Theory, Methods & Applications	1998-09-07	Paper
Existence of optimal feedback production plans in stochastic flowshops with limited buffers Automatica	1997-12-17	Paper
scientific article; zbMATH DE number 1060039 (Why is no real title available?)	1997-09-10	Paper
Optimal production planning in a stochastic manufacturing system with long-run average cost Journal of Optimization Theory and Applications	1997-08-25	Paper
Existence of singular optimal control laws for stochastic differential equations Stochastics and Stochastic Reports	1995-10-18	Paper

Research outcomes over time

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