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分類清單
王文楷助理教授
       
姓  名 王文楷 Wen-Kai Wang
e-mail wkwang@nuk.edu.tw
學  歷 英國聖安德魯斯大學經濟與財務博士 
專  長 財務數學,數理經濟,隨機最佳化理論,微分賽局,實質選擇權
開設課程 衍生性金融商品簡介,財務工程(一)、(二),計算財務
個人主頁 https://sites.google.com/site/wkwanginnuk/home
聯絡方式 07-5916676 研究室 M01-409

學術論文

1. Wang, W.-K. and Thampanishvong, K. (2014). Street as a Stage: A Model of Dynamic Provision of Public Goods under the Threat of Protest. International Journal of Business and Social Science, Vol. 5, No. 8, pp. 18-30.

2.Ting, S.H.M, Ewald, C.-O. and Wang,W.-K. (2013). On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility. Mathematical Social Sciences,  Vol. 66, Issue 1, pp. 22-32. (SSCI)

3.Ewald, C.-O. and Wang, W.-K. (2011). Analytical Solutions for Infinite Horizon Stochastic Optimal Control Problems via Finite Horizon Approximation: A Practical Guide. Mathematical Social Sciences, Vol. 61, Issue 3, pp. 146-151. (SSCI)

4.Yand, Z., Ewald, C.-O. and Wang, W.-K. (2011). A Comparative Analysis of the Value if Information in a Continuous Time Market Model with Partial Information: The Cases of Log-Utility and CRRA. Journal of Probability and Statistics, vol. 2011, Article ID: 238623

5.Ewald, C.-O. and Wang, W.-K. (2010). Sustainable Yields in Fisheries: Uncertainty, Risk-Aversity and Mean-Variance Analysis. Natural Resource Modeling, Vol. 23, No. 3, pp. 303-323 (SCIE)

6.Wang, W.-K. and Ewald, C.-O. (2010). A Stochastic Differential Fishery Game for a Two Species Fish Population with Ecological Interaction. Journal of Economic Dynamics and Control, Vol. 34, Issue 5, pp. 844-857. (國科會經濟領域A級、SSCI)

7.Ewald, C.-O. and Wang, W.-K. (2010). Irreversible Investment with Cox-Ingersoll-Ross Type Mean Reversion. Mathematical Social Sciences, Vol. 50, Issue 3, pp. 314-318. (SSCI)

8.Wang, W.-K. and Ewald, C.-O. (2010). Dynamic Voluntary Provision of Public Goods with Uncertainty: A Stochastic Differential Game Model. Decisions in Economics and Finance, Vol. 33, Issue 2, pp. 97-116.

 

Conference Papers

1.Wang, W.-K. and Thampanishvong, K. (2012). Street as a Stage: A Model of Dynamic Provision of Public Goods under the Threat of Protest. International Conference on Knowledge, Culture and Society – ICKCS 2012. Jeju island, South Korea, 29th June – 30th June.

2.Ting, S. H. M., Ewald, C.-O. and Wang, W.-K. (2012). On the Investment-Uncertainty Relationship in a Real Option Model with Stochastic Volatility. 南台灣財金學術聯盟年會暨海峽兩岸學術論文研討會, Kaohsiung, Taiwan, 13th April.

3.Wang, W.-K., Thampanishvong, K. and Chavanasporn, W. (2009). Anti-Pollution Protest and Investment in Pollution Abatement Facilities. CESifo Venice Summer Institution Workshop on “Operating Uncertainty Using Real Options”. Venice, Italy, 8th July – 9th July.

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