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Yongqiang Wang 0009

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

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2010 – 2019

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2012
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Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
A New Stochastic Derivative Estimator for Discontinuous Payoff Functions with Application to Financial Derivatives. Oper. Res. 60(2): 447-460 (2012)
2010
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Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Model-based Evolutionary Optimization. WSC 2010: 1199-1210

2000 – 2009

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2009
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Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Dynamic pricing with continuous stochastic demand. CDC 2009: 8531-8536
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Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
A new stochastic gradient estimator for American option pricing. ECC 2009: 1191-1196
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Yongqiang Wang, Michael C. Fu, Steven I. Marcus:
Sensitivity Analysis for Barrier Options. WSC 2009: 1272-1282

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