Bolong Wang
Financial Mathematics
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Optimal Control Problem in Trading Crowd via Mean Field Game and its Application
Jun.2019 - Aug.2019
Abstract: .
Key Words: Mean Field Game, Optimal Control, Optimal Liquidation， Portfolio Trading |
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Numerical Algorithm
In process 2019
Abstract:
Key Words: Numerical Algebra, Numerical Approximation, Numerical Analysis, NPDE, NSDE, Monte Carlo |
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Research on Ruin Probability of Risk Model Based on AR(1) Series
July.2016 - Sept.2017
Abstract: .
Key Words: Dependent Structure, Moment Estimation, Adjustment Coefficient, Ruin Probability, Actuarial |