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Wen-Kai Wang
ORCID
Publication Activity (10 Years)
Years Active: 2010-2020
Publications (10 Years): 1
Top Topics
Real Option
Stochastic Nature
Image Denoising
Diffusion Process
Top Venues
Math. Soc. Sci.
J. Comput. Appl. Math.
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Publications
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Wen-Kai Wang
Building recombining trinomial trees for time-homogeneous diffusion processes.
J. Comput. Appl. Math.
364 (2020)
Sai Hung Marten Ting
,
Christian-Oliver Ewald
,
Wen-Kai Wang
On the investment-uncertainty relationship in a real option model with stochastic volatility.
Math. Soc. Sci.
66 (1) (2013)
Christian-Oliver Ewald
,
Wen-Kai Wang
Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide.
Math. Soc. Sci.
61 (3) (2011)
Christian-Oliver Ewald
,
Wen-Kai Wang
Irreversible investment with Cox-Ingersoll-Ross type mean reversion.
Math. Soc. Sci.
59 (3) (2010)