Hui Wang

Available identifiers

zbMath Open wang.hui.2WikidataQ102204500 ScholiaQ102204500MaRDI QIDQ186811

List of research outcomes

Publication	Date of Publication	Type
Importance sampling for sums of random variables with regularly varying tails	2018-06-12	Paper
Erratum to: ``Utility maximization in incomplete markets with random endowment	2017-07-21	Paper
Efficient importance sampling schemes for a feed-forward network	2016-10-24	Paper
Importance sampling for multiscale diffusions	2012-08-30	Paper
Monte Carlo simulation with applications to finance.	2011-11-25	Paper
Large deviations for a feed-forward network	2011-07-22	Paper
Importance Sampling for Weighted-Serve-the-Longest-Queue	2011-04-27	Paper
Importance sampling for Jackson networks	2009-08-11	Paper
On the Optimality of Conditional Expectation as a Bregman Predictor	2008-12-21	Paper
https://portal.mardi4nfdi.de/entity/Q3537731	2008-11-10	Paper
Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling	2008-05-27	Paper
Dynamic importance sampling for queueing networks	2008-01-28	Paper
Large deviations and importance sampling for a tandem network with slow-down	2008-01-07	Paper
A Sequential Entry Problem with Forced Exits	2005-11-11	Paper
On the convergence from discrete to continuous time in an optimal stopping problem.	2005-07-13	Paper
Dynamic importance sampling for uniformly recurrent Markov chains	2005-04-29	Paper
Importance Sampling, Large Deviations, and Differential Games	2005-03-21	Paper
https://portal.mardi4nfdi.de/entity/Q3159207	2005-02-15	Paper
Control with partial observations and an explicit solution of Mortensen's equation	2004-10-28	Paper
First passage times of a jump diffusion process	2004-02-11	Paper
Capacity expansion with exponential jump diffusion processes	2003-12-18	Paper
Some control problems with random intervention times	2003-06-16	Paper
Optimal stopping with random intervention times	2003-04-28	Paper
Discretization of deflated bond prices	2002-11-24	Paper
Finite-Fuel Singular Control With Discretionary Stopping	2002-02-19	Paper
A barrier option of American type	2001-08-20	Paper
Utility maximization in incomplete markets with random endowment	2001-07-11	Paper
On optimal terminal wealth under transaction costs	2001-01-01	Paper
Utility Maximization with Discretionary Stopping	2000-10-18	Paper

Research outcomes over time

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