Gu Wang
Department of Mathematical Sciences
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609
Office: Stratton Hall 305D
Phone: (508) 8316137(Office)
Email: gwang2 at wpi dot edu




My research interest focuses on stochastic analysis and mathematical finance. Here is my CV and ReserachGate profile.
Upcoming Trips


Employment


Education


Research
Publications
 Consumption and Investment with Stochatic Interest Risk (with Paolo Guaosni), Journal of Mathematical Analysis and Applications, to appear [SSRN]
 Quantile Hedging in a SemiStatic Market with Model Uncertainty (with Erhan Bayraktar), Mathematical Methods of Operations Research, 87 (2018) No. 2, 197227. [Article] [SSRN]
 Hedge and Mutual Funds' Fees and the Separation of Private Investments (with Paolo Guasoni), Finance and Stochastics, 19 (2015) No. 3, 473507. [Article][SSRN].
Preprints
 Sharing Profits in the Sharing Economy (with Paolo Guasoni) [SSRN]
 Should Commodity Investors Follow Commodities' Prices? (with Paolo Guasoni and Antonella Tolomeo) [SSRN]
 Exit problems as the generalized solutions of Dirichlet problems. (with Yuecai Han and Qingshuo Song) [ArXiv]
 Highwater Mark Fees with Stochastic Benchmark. [SSRN]
 Comsumption in Incomplete Markets. (with Paolo Guasoni) [SSRN]
Ph.D. Thesis


Teaching
 MA571 Financial Mathematics I, Fall 2015, Fall 2016, Fall 2017
 MA572 Financial Mathematics II, Spring 2018
 MA574 Portfolio Valuation and Risk Management, Fall 2018
 MA2631 Probability, A Term 2017, A Term 2018
 MA2621 Probability for Applications, E1 Term 2017
 MA1022 Calculus II, A Term 2016
