Utility Maximization with Discretionary Stopping. - Ioannis Karatzas; Hui Wang 003 (SIAM J. Control. Optim., 2000)

Optimal Bregman prediction and Jensen's equality. - Arindam Banerjee 001; Xin Guo 001; Hui Wang 003 (ISIT, 2004)

Option Pricing Under a Double Exponential Jump Diffusion Model. - S. G. Kou; Hui Wang 003 (Manag. Sci., 2004)

A Sequential Entry Problem with Forced Exits. - Hui Wang 003 (Math. Oper. Res., 2005)

On the optimality of conditional expectation as a Bregman predictor. - Arindam Banerjee 001; Xin Guo 001; Hui Wang 003 (IEEE Trans. Inf. Theory, 2005)

Subsolutions of an Isaacs Equation and Efficient Schemes for Importance Sampling. - Paul Dupuis; Hui Wang 003 (Math. Oper. Res., 2007)

Large deviations and importance sampling for a tandem network with slow-down. - Paul Dupuis; Kevin Leder; Hui Wang 003 (Queueing Syst. Theory Appl., 2007)

Importance sampling for sums of random variables with regularly varying tails. - Paul Dupuis; Kevin Leder; Hui Wang 003 (ACM Trans. Model. Comput. Simul., 2007)

Importance Sampling for Weighted-Serve-the-Longest-Queue. - Paul Dupuis; Kevin Leder; Hui Wang 003 (Math. Oper. Res., 2009)

Importance sampling for Jackson networks. - Paul Dupuis; Hui Wang 003 (Queueing Syst. Theory Appl., 2009)

Rare event simulation for rough energy landscapes. - Paul Dupuis; Konstantinos Spiliopoulos; Hui Wang 003 (WSC, 2011)

Importance Sampling for Multiscale Diffusions. - Paul Dupuis; Konstantinos Spiliopoulos; Hui Wang 003 (Multiscale Model. Simul., 2012)

Efficient importance sampling schemes for a feed-forward network. - Leila Setayeshgar; Hui Wang 003 (ACM Trans. Model. Comput. Simul., 2013)