Weighted discounting -- On group diversity, time-inconsistency, and consequences for investment S Ebert, W Wei, XY Zhou Journal of Economic Theory 189, 2020 | 50* | 2020 |
Optimal dynamic reinsurance policies under a generalized Denneberg’s absolute deviation principle KS Tan, P Wei, W Wei, SC Zhuang European Journal of Operational Research 282 (1), 345-362, 2020 | 44 | 2020 |
Failure of smooth pasting principle and nonexistence of equilibrium stopping rules under time-inconsistency KS Tan, W Wei, XY Zhou SIAM Journal on Control and Optimization 59 (6), 4136-4154, 2021 | 26 | 2021 |
Optimal switching at Poisson random intervention times G Liang, W Wei Discrete and Continuous Dynamic Systems Series B 21 (5), 1483-1505, 2016 | 22 | 2016 |
Funding liquidity, debt tenor structure, and creditor’s belief: an exogenous dynamic debt run model G Liang, E Lütkebohmert, W Wei Mathematics and Financial Economics 9, 271-302, 2015 | 21* | 2015 |
A FULLY NON-LINEAR PDE PROBLEM FROM PRICING CDS WITH COUNTERPARTY RISK. B Hu, L Jiang, J Liang, W Wei Discrete & Continuous Dynamical Systems-Series B 17 (6), 2012 | 12 | 2012 |
On the Time-Inconsistent Deterministic Linear-Quadratic Control H Cai, D Chen, Y Peng, W Wei SIAM Journal on Control and Optimization 60 (2), 968-991, 2022 | 6 | 2022 |
Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness Y Peng, W Wei arXiv preprint arXiv:2308.13850, 2023 | 1 | 2023 |
Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms C Sun, KS Tan, W Wei arXiv preprint arXiv:2201.09105, 2022 | 1 | 2022 |
Financial mathematics series: mathematical models and case analysis of credit risk valuation (Chinese edition) L Jiang, J Liang, X Ren, W Wei Higher Education Press, 2014 | | 2014 |