Concepedia

Justin W. L. Wan

JW

16

Publications

421

Citations

14

H-Index

2003

Active since

Affiliations

University of Waterloo(Current)

Justin W. L. Wan is an author at University of Waterloo specializing in engineering, numerical analysis, and option pricing.

Top concepts

EngineeringNumerical AnalysisOption PricingCell BiologyImage AnalysisMachine VisionComputer VisionComputer ScienceBiomedical ImagingImage Segmentation

Publications per year

2003–2024

16

Publications

16

Robust numerical valuation of European and American options under the CGMY process

Iris Wang, Justin W. L. Wan, Peter Forsyth · The Journal of Computational Finance · 2007 · 75 citations

Mathematical Programming, Numerical Analysis, Bicgstab Scheme +18

Weighted least squares methods for load estimation in distribution networks

Justin W. L. Wan, Karen Miu · IEEE Transactions on Power Systems · 2003 · 57 citations

Electrical Engineering, Reliability Engineering, Engineering +15

Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions

Yangang Chen, Justin W. L. Wan · Quantitative Finance · 2020 · 53 citations

Geometric Learning, Option Pricing, High Dimensions +12

A combined watershed and level set method for segmentation of brightfield cell images

Shutong Tse, Laura Bradbury, Justin W. L. Wan et al. · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2009 · 40 citations

Engineering, Microscopy, Biomedical Engineering +16

A spectral k-means approach to bright-field cell image segmentation

Laura Bradbury, Justin W. L. Wan · 2010 · 25 citations

Systems Biology, Image Analysis, Machine Vision +15

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