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Wulin Suo
Wulin Suo
Associate Professor of Finance, Queen's University
Verified email at Queensu.Ca - Homepage
Title
Cited by
Cited by
Year
A methodology for assessing model risk and its application to the implied volatility function model
J Hull, W Suo
Journal of Financial and Quantitative Analysis 37 (2), 297-318, 2002
1902002
Volatility surfaces: theory, rules of thumb, and empirical evidence
T Daglish, J Hull, W Suo
Quantitative Finance 7 (5), 507-524, 2007
1472007
Singular optimal stochastic controls I: Existence
UG Haussmann, W Suo
SIAM Journal on Control and Optimization 33 (3), 916-936, 1995
1241995
Optimal production planning in a stochastic manufacturing system with long-run average cost
SP Sethi, W Suo, MI Taksar, Q Zhang
Journal of Optimization Theory and Applications 92, 161-188, 1997
791997
Singular optimal stochastic controls II: Dynamic programming
UG Haussmann, W Suo
SIAM Journal on Control and Optimization 33 (3), 937-959, 1995
741995
Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost
SP Sethi, W Suo, MI Taksar, H Yan
Discrete Event Dynamic Systems 8, 37-54, 1998
621998
An empirical comparison of option‐pricing models in hedging exotic options
Y An, W Suo
Financial Management 38 (4), 889-914, 2009
452009
Assessing credit quality from the equity market: can a structural approach forecast credit ratings?
Y Du, W Suo
Canadian Journal of Administrative Sciences/Revue Canadienne des Sciences de …, 2007
402007
Assessing credit quality from equity markets: Is a structural approach a better approach
Y Du, W Suo
Canadian Journal of Administrative Studies (forthcoming), 2004
202004
Existence of optimal feedback production plans in stochastic flowshops with limited buffers
E Presman, SP Sethi, W Suo
Automatica 33 (10), 1899-1903, 1997
181997
Existence of singular optimal control laws for stochastic differential equations
UG Haussmann, W Suo
Stochastics: An International Journal of Probability and Stochastic …, 1994
181994
Assessing default probabilities from structural credit risk models
W Suo, W Wang
The Journal Financial analysis, 2006
122006
Assessing credit quality from equity markets: is structural model a better approach?
Y Du, W Suo
Available at SSRN 470701, 2003
112003
The performance of option pricing models on hedging exotic options
Y An, W Suo
Working Paper, 2003
112003
An empirical study on credit rating change behavior
Y Du, W Suo
Available at SSRN 670325, 2005
102005
Explaining debt recovery using an endogenous bankruptcy model
W Suo, W Wang, AQ Zhang
Midwest Finance Association 2013 Annual Meeting Paper, 2013
92013
Optimal feedback production planning in a stochastic N-machine flowshop with limited buffers
E Presman, SP Sethi, W Suo
Automatica 33, 1899-1903, 1997
91997
The compatibility of one‐factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance
Y An, W Suo
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008
62008
Assessing default probabilities from structural credit risk models
W Wang, W Suo
Available at SSRN 897793, 2006
42006
Optimal feedback controls in dynamic stochastic jobshops
EL Presman, SP Sethi, W Suo
LECTURES IN APPLIED MATHEMATICS-AMERICAN MATHEMATICAL SOCIETY 33, 235-252, 1997
41997
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