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.
Upcoming Trips


Employment


Education


Research
Publications
 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
 Should Commodity Investors Follow Commodities' Prices? (with Paolo Guasoni and Antonella Tolomeo) [SSRN]
 Exit problem as the generalized solution of Dirichlet problem. (with Yuecai Han and Qingshuo Song) [ArXiv]
 Highwater Mark Fees with Stochastic Benchmark. [SSRN]
 Consumption and Investment with Stochatic Interest Risk. (with Paolo Guaosni) [SSRN]
 Comsumption in Incomplete Markets. (with Paolo Guasoni) [SSRN]
Ph.D. Thesis


Teaching
 MA571 Financial Mathematics I, Fall 2015, Fall 2016, Fall 2017
 MA2631 Probability, A Term 2017
 MA2621 Probability for Applications, E1 Term 2017
 MA1022 Calculus II, A Term 2016
