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 | 39 | 2018 |
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 | 4 | 2022 |
Netting and novation in repo networks H Chehaitli, MR Grasselli, TR Hurd, W Pang International Journal of Theoretical and Applied Finance, 2024 | 1 | 2024 |
Bridging Theory and Practice: Building an Inclusive Undergraduate Data-Science Program M Ergezer, M Mixer, W Pang 2024 ASEE Annual Conference & Exposition, 2024 | | 2024 |
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 | | |