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Weijie Pang
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Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities
Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman
SIAM Journal on Financial Mathematics 9 (4), 1286-1325, 2018
392018
Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes
W Pang, H Chehaitli, TR Hurd
Infectious Disease Modelling 7 (1), 16-29, 2022
15*2022
The Interplay between COVID-19 and the Economy in Canada
V Albani, M Grasselli, W Pang, JP Zubelli
Journal of Risk and Financial Management 15 (10), 476, 2022
32022
Netting and novation in repo networks
H Chehaitli, MR Grasselli, TR Hurd, W Pang
International Journal of Theoretical and Applied Finance, 2024
12024
XVA Valuation under Market Illiquidity
W Pang, S Sturm
arXiv preprint arXiv:2011.03543, 2020
2020
A BSDE Approach to Derivatives Valuation with Regime Switching
W Pang, S Sturm
2020
In the Wake of the Financial Crisis-Regulators’ and Investors’ Perspectives
W Pang
2019
In the Wake of the Financial Crisis
W Pang
Worcester Polytechnic Institute, 2019
2019
A portfolio selection model with interval-valued return rates
W Pang, S Li
2013 10th International Conference on Fuzzy Systems and Knowledge Discovery …, 2013
2013
An agent base network model of the financial systemic risk including collateralized liabilities
H Chehaitli, M Grasselli, T Hurd, W Pang
2023 Fall Eastern Sectional Meeting, 0
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