Wen-Kai Wang

According to our database¹, Wen-Kai Wang authored at least 4 papers between 2010 and 2020.

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2020

Building recombining trinomial trees for time-homogeneous diffusion processes.

[BibT_eX]

[DOI]

J. Comput. Appl. Math., 2020

2013

On the investment-uncertainty relationship in a real option model with stochastic volatility.

[BibT_eX]

[DOI]

Math. Soc. Sci., 2013

2011

Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide.

[BibT_eX]

[DOI]

Math. Soc. Sci., 2011

2010

Irreversible investment with Cox-Ingersoll-Ross type mean reversion.

[BibT_eX]

[DOI]

Math. Soc. Sci., 2010