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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 6 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.
[BibTeX]
[DOI]
Yongqiang Wang
,
Michael C. Fu
,
Steven I. Marcus
Oper. Res., 2012

2011
Simulation-based Methods for Stochastic Control and Global Optimization.
[BibTeX]
[DOI]
Yongqiang Wang
PhD thesis, 2011

2010
Model-based Evolutionary Optimization.
[BibTeX]
[DOI]
Yongqiang Wang
,
Michael C. Fu
,
Steven I. Marcus
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Sensitivity Analysis for Barrier Options.
[BibTeX]
[DOI]
Yongqiang Wang
,
Michael C. Fu
,
Steven I. Marcus
Proceedings of the 2009 Winter Simulation Conference, 2009

A new stochastic gradient estimator for American option pricing.
[BibTeX]
[DOI]
Yongqiang Wang
,
Michael C. Fu
,
Steven I. Marcus
Proceedings of the 10th European Control Conference, 2009

Dynamic pricing with continuous stochastic demand.
[BibTeX]
[DOI]
Yongqiang Wang
,
Michael C. Fu
,
Steven I. Marcus
Proceedings of the 48th IEEE Conference on Decision and Control, 2009


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