The following pages link to Hui Wang (Q186811):
Displayed 32 items.
- Item:Q186811 (redirect page) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Item:Q186811 (redirect page) (← links)
- Importance sampling for Jackson networks (Q833107) (← links)
- Item:Q186811 (redirect page) (← links)
- A barrier option of American type (Q1596351) (← links)
- Dynamic importance sampling for uniformly recurrent Markov chains (Q1774208) (← links)
- Control with partial observations and an explicit solution of Mortensen's equation (Q1885368) (← links)
- Erratum to: ``Utility maximization in incomplete markets with random endowment'' (Q2364538) (← links)
- Large deviations and importance sampling for a tandem network with slow-down (Q2465681) (← links)
- Dynamic importance sampling for queueing networks (Q2467605) (← links)
- Finite-Fuel Singular Control With Discretionary Stopping (Q2706903) (← links)
- Some control problems with random intervention times (Q2749130) (← links)
- Efficient importance sampling schemes for a feed-forward network (Q2828124) (← links)
- Importance Sampling for Multiscale Diffusions (Q2909526) (← links)
- Large deviations for a feed-forward network (Q3021250) (← links)
- (Q3102802) (← links)
- (Q3159207) (← links)
- Importance Sampling for Weighted-Serve-the-Longest-Queue (Q3169055) (← links)
- (Q3537731) (← links)
- On the Optimality of Conditional Expectation as a Bregman Predictor (Q3546529) (← links)
- Capacity expansion with exponential jump diffusion processes (Q4440449) (← links)
- First passage times of a jump diffusion process (Q4449508) (← links)
- Utility Maximization with Discretionary Stopping (Q4507457) (← links)
- Discretization of deflated bond prices (Q4507957) (← links)
- Optimal stopping with random intervention times (Q4547102) (← links)
- Importance sampling for sums of random variables with regularly varying tails (Q4565385) (← links)
- Importance Sampling, Large Deviations, and Differential Games (Q4659569) (← links)
- Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling (Q5388058) (← links)
- A Sequential Entry Problem with Forced Exits (Q5704234) (← links)
- Utility maximization in incomplete markets with random endowment (Q5936317) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)