Gu Wang

Department of Mathematical Sciences
Worcester Polytechnic Institute
100 Institute Road
Worcester, MA 01609

Office: Stratton Hall 305D
Phone: (508) 831-6137(Office)
Email: gwang2 at wpi dot edu

Employment | Education | Research | Teaching

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

Upcoming Trips




  • Consumption and Investment with Stochatic Interest Risk (with Paolo Guaosni), Journal of Mathematical Analysis and Applications, to appear [SSRN]
  • Quantile Hedging in a Semi-Static Market with Model Uncertainty (with Erhan Bayraktar), Mathematical Methods of Operations Research, 87 (2018) No. 2, 197-227. [Article] [SSRN]
  • Hedge and Mutual Funds' Fees and the Separation of Private Investments (with Paolo Guasoni), Finance and Stochastics, 19 (2015) No. 3, 473-507. [Article][SSRN].
  • 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]
  • High-water Mark Fees with Stochastic Benchmark. [SSRN]
  • Comsumption in Incomplete Markets. (with Paolo Guasoni) [SSRN]
Ph.D. Thesis


  • 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