Tao Pang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A new stochastic model for stock price with delay effects	2024-07-05	Paper
An application of functional Ito's formula to stochastic portfolio optimization with bounded memory	2024-07-03	Paper
Optimal strategies for green supply chains with competition between green and traditional suppliers	2024-04-14	Paper
Optimal strategies for green supply chain considering social responsibility and environmental responsibility	2023-11-02	Paper
Optimal Strategies for A Dual-Channel Farming Supply Chain with Horizontal Competition and Cooperation	2023-10-19	Paper
Optimal strategies of contract‐farming supply chain under the cooperative mode of bank‐insurance: loan guarantee insurance versus yield insurance	2023-09-29	Paper
Optimal strategies for a capital constrained contract-farming supply chain with yield insurance	2021-07-22	Paper
Financing strategies for a capital-constrained supplier under yield uncertainty	2020-07-16	Paper
Portfolio optimization for assets with stochastic yields and stochastic volatility	2019-08-13	Paper
A closed-form solution of the Black-Litterman model with conditional value at risk	2019-06-11	Paper
A Mutual Subsidy Mechanism for a Seasonal Product Supply Chain Channel Under Double Price Regulation	2018-12-10	Paper
A stochastic portfolio optimization model with complete memory	2017-09-06	Paper
An Introduction to Quantum Monte Carlo Methods	2017-08-02	Paper
An infinite time horizon portfolio optimization model with delays	2016-11-07	Paper
https://portal.mardi4nfdi.de/entity/Q3461297	2016-01-15	Paper
Viscosity Solution of Optimal Stopping Problem for Stochastic Systems with Bounded Memory	2012-12-13	Paper
A stochastic portfolio optimization model with bounded memory	2012-05-24	Paper
An approximation scheme for Black-Scholes equations with delays	2010-11-03	Paper
An Introduction to Computational Physics	2010-07-08	Paper
Path-integral quantum Monte Carlo study of a mixture of Bose-Einstein condensates	2010-06-02	Paper
Optimal Stopping Problem for Stochastic Differential Equations with Random Coefficients	2010-04-28	Paper
Finite difference approximation for stochastic optimal stopping problems with delays	2009-03-30	Paper
Finite Difference Approximations for Stochastic Control Systems with Delay	2008-06-12	Paper
Optimal control of stochastic functional differential equations with a bounded memory	2008-03-18	Paper
STOCHASTIC PORTFOLIO OPTIMIZATION WITH LOG UTILITY	2006-09-12	Paper
An Introduction to Computational Physics	2006-01-18	Paper
A stochastic control model of investment, production and consumption	2005-08-17	Paper
An Application of Stochastic Control Theory to Financial Economics	2005-02-28	Paper
https://portal.mardi4nfdi.de/entity/Q4710052	2004-01-26	Paper
Global smooth solutions and large time behavior of the one-dimensional Navier-Stokes equations	2000-07-23	Paper
Global smooth solution and large time behavior of the one-dimensional Navier-Stokes equations	1999-09-22	Paper
https://portal.mardi4nfdi.de/entity/Q4211930	1998-10-11	Paper
https://portal.mardi4nfdi.de/entity/Q4856470	1995-11-29	Paper

Research outcomes over time

This page was built for person: Tao Pang