J. Wang

Continuous time mean variance asset allocation: A time-consistent strategy

J. Wang, Peter Forsyth · European Journal of Operational Research · 2010 · 125 citations

Time-consistent Strategy, Economics, Portfolio Optimization +8

3D relative position and orientation estimation using Kalman filter for robot control

J. Wang, W.J. Wilson · 2003 · 80 citations

Robot Kinematics, Engineering, 3D Pose Estimation +25

Numerical solution of the Hamilton–Jacobi–Bellman formulation for continuous time mean variance asset allocation

J. Wang, Peter Forsyth · Journal of Economic Dynamics and Control · 2009 · 63 citations

Portfolio Optimization, Asset Pricing, Numerical Solution +7

Surface characterizations of laser modified biomedical grade NiTi shape memory alloys

A. Pequegnat, A. Michael, J. Wang et al. · Materials Science and Engineering C · 2015 · 59 citations

Materials Science, Advanced Laser Processing, Surface Characterizations +8

Hedging with a correlated asset: Solution of a nonlinear pricing PDE

H. Windcliff, J. Wang, Peter Forsyth et al. · Journal of Computational and Applied Mathematics · 2006 · 25 citations

Computational Finance, Asset Pricing, Derivative Pricing +8