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Wang, Hui - Division of Applied Mathematics, Brown University
Optimal Stopping with Random Intervention Times PAUL DUPUIS
Submitted to the Annals of Applied Probability arXiv: math.PR/0000000
Option Pricing Under a Double Exponential Jump Diffusion Model
On the Large Deviations Properties of the Weighted-Serve-the-Longer-Queue Policy
On the Convergence from Discrete to Continuous Time in an Optimal Stopping Problem
Subsolutions of an Isaacs equation and efficient schemes for importance sampling
On the Optimality of Conditional Expectation as a Bregman Arindam Banerjee
Optimal Stopping with Forced Exits Division of Applied Mathematics
Dynamic Importance Sampling for Uniformly Recurrent Markov Chains
Some Control Problems with Random Intervention Times Division of Applied Mathematics
Utility Maximization in Incomplete Markets with Random Jaksa Cvitanic
CONNECTIONS BETWEEN BOUNDED-VARIATION CONTROL AND DYNKIN GAMES
UTILITY MAXIMIZATION WITH DISCRETIONARY STOPPING IOANNIS KARATZAS AND HUI WANG
A BARRIER OPTION OF AMERICAN TYPE IOANNIS KARATZAS
FINITE-FUEL SINGULAR CONTROL WITH DISCRETIONARY STOPPING
Capacity Expansion with Exponential Jump Diffusion Processes Division of Applied Mathematics
CONTROL WITH PARTIAL OBSERVATIONS AND AN EXPLICIT SOLUTION OF MORTENSEN'S EQUATION
Discretization of Deated Bond Prices Paul Glasserman
