Hui Wang

According to our database, Hui Wang authored at least 13 papers between 2000 and 2013.

Collaborative distances:

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

2013

Efficient importance sampling schemes for a feed-forward network.

Leila Setayeshgar, Hui Wang

ACM Trans. Model. Comput. Simul., 2013

2012

Importance Sampling for Multiscale Diffusions.

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang

Multiscale Model. Simul., 2012

2011

Rare event simulation for rough energy landscapes.

Paul Dupuis, Konstantinos Spiliopoulos, Hui Wang

Proceedings of the Winter Simulation Conference 2011, 2011

2009

Importance sampling for Jackson networks.

Paul Dupuis, Hui Wang

Queueing Syst. Theory Appl., 2009

Importance Sampling for Weighted-Serve-the-Longest-Queue.

Paul Dupuis, Kevin Leder, Hui Wang

Math. Oper. Res., 2009

2007

Importance sampling for sums of random variables with regularly varying tails.

Paul Dupuis, Kevin Leder, Hui Wang

ACM Trans. Model. Comput. Simul., 2007

Large deviations and importance sampling for a tandem network with slow-down.

Paul Dupuis, Kevin Leder, Hui Wang

Queueing Syst. Theory Appl., 2007

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling.

Paul Dupuis, Hui Wang

Math. Oper. Res., 2007

2005

On the optimality of conditional expectation as a Bregman predictor.

Arindam Banerjee, Xin Guo, Hui Wang

IEEE Trans. Inf. Theory, 2005

A Sequential Entry Problem with Forced Exits.

Hui Wang

Math. Oper. Res., 2005

2004

Option Pricing Under a Double Exponential Jump Diffusion Model.

S. G. Kou, Hui Wang

Manag. Sci., 2004

Optimal Bregman prediction and Jensen's equality.

Arindam Banerjee, Xin Guo, Hui Wang

Proceedings of the 2004 IEEE International Symposium on Information Theory, 2004

2000

Utility Maximization with Discretionary Stopping.

Ioannis Karatzas, Hui Wang

SIAM J. Control. Optim., 2000