Gu Wang

According to our database, Gu Wang authored at least 8 papers between 2015 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Continuous Policy and Value Iteration for Stochastic Control Problems and Its Convergence.

Qi Feng, Gu Wang

CoRR, June, 2025

2023

Fund Managers' Competition for Investment Flows Based on Relative Performance.

Gu Wang, Jiaxuan Ye

J. Optim. Theory Appl., August, 2023

2022

Performance Fees with Stochastic Benchmark.

Gu Wang

SIAM J. Financial Math., 2022

2020

Sharing Profits in the Sharing Economy.

Paolo Guasoni, Gu Wang

SIAM J. Control. Optim., 2020

2019

Should Commodity Investors Follow Commodities' Prices?

Paolo Guasoni, Antonella Tolomeo, Gu Wang

SIAM J. Financial Math., 2019

Exit Problems as the Generalized Solutions of Dirichlet Problems.

Yuecai Han, Qingshuo Song, Gu Wang

SIAM J. Control. Optim., 2019

2018

Quantile Hedging in a semi-static market with model uncertainty.

Erhan Bayraktar, Gu Wang

Math. Methods Oper. Res., 2018

2015

Hedge and mutual funds' fees and the separation of private investments.

Paolo Guasoni, Gu Wang

Finance Stochastics, 2015