Yongqiang Wang

Affiliations:
  • University of Maryland, Department of Electrical and Computer Engineering, Institute of Systems Research, MA, USA


According to our database1, Yongqiang Wang authored at least 5 papers between 2009 and 2012.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

On csauthors.net:

Bibliography

2012
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives.
Oper. Res., 2012

2010
Model-based Evolutionary Optimization.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Sensitivity Analysis for Barrier Options.
Proceedings of the 2009 Winter Simulation Conference, 2009

A new stochastic gradient estimator for American option pricing.
Proceedings of the 10th European Control Conference, 2009

Dynamic pricing with continuous stochastic demand.
Proceedings of the 48th IEEE Conference on Decision and Control, 2009


  Loading...