Concepedia

Tai‐Ho Wang

TW

13

Publications

585

Citations

11

H-Index

2001

Active since

Affiliations

National Chung Cheng University(Current)

Sapienza University of Rome

New York University

University of Bath

Tai‐Ho Wang is an author at National Chung Cheng University specializing in business, engineering, and option pricing.

Top concepts

BusinessEngineeringOption PricingFinanceAsset PricingProbabilityMathematical ProgrammingEconomicsCombinatorial OptimizationVlsi Design

Publications per year

2001–2019

13

Publications

13

ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS

Jim Gatheral, Elton P. Hsu, Peter Laurence et al. · Mathematical Finance · 2010 · 170 citations

Option Prices Approximations, Volatility Modeling, Option Pricing +7

Static-arbitrage upper bounds for the prices of basket options

David Hobson, Peter Laurence, Tai‐Ho Wang · Quantitative Finance · 2005 · 137 citations

Mathematical Programming, Engineering, Basket Option +18

Static-arbitrage optimal subreplicating strategies for basket options

David Hobson, Peter Laurence, Tai‐Ho Wang · Insurance Mathematics and Economics · 2005 · 60 citations

Mathematical Programming, Economics, Basket Options +8

Sharp Upper and Lower Bounds for Basket Options

Peter Laurence, Tai‐Ho Wang · Applied Mathematical Finance · 2005 · 53 citations

Mathematical Programming, Sharp Upper Bounds, Engineering +17

Distribution-free upper bounds for spread options and market-implied antimonotonicity gap

Peter Laurence, Tai‐Ho Wang · European Journal of Finance · 2008 · 31 citations

Option Pricing, Engineering, Asset Pricing +10

Rows per page

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