Wulin Suo

Wulin Suo

Queen's University Kingston - / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 660407
person_outline Wulin Suo's MOST POPULAR ARTICLES
1-) A methodology for assessing model risk and its application to the implied volatility function modelJ Hull, W SuoJournal of Financial and Quantitative Analysis 37 (2), 297-318, 20021822002
2-) Volatility surfaces: theory, rules of thumb, and empirical evidenceT Daglish, J Hull, W SuoQuantitative Finance 7 (5), 507-524, 20071302007
3-) Singular optimal stochastic controls I: ExistenceUG Haussmann, W SuoSIAM Journal on Control and Optimization 33 (3), 916-936, 19951131995
4-) Optimal production planning in a stochastic manufacturing system with long-run average costSP Sethi, W Suo, MI Taksar, Q ZhangJournal of Optimization Theory and Applications 92, 161-188, 1997801997
5-) Singular optimal stochastic controls II: Dynamic programmingUG Haussmann, W SuoSIAM Journal on Control and Optimization 33 (3), 937-959, 1995751995