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Designing higher value roads to preserve species at risk by optimally controlling traffic flow 期刊论文
Annals of Operations Research,2023, 卷号: 320, 期号: 2, 页码: 663-693
作者:  Davey, Nicholas;  Langrené, Nicolas;  Chen, Wen;  Rhodes, Jonathan R.;  Dunstall, Simon
收藏  |  浏览/下载:16/0  |  提交时间:2022/08/29
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes 期刊论文
Annals of Actuarial Science,2021, 卷号: 15, 期号: 3, 页码: 549-566
作者:  Chen, Wen;  Koo, Bonsoo;  Wang, Yunxiao;  O'Hare, Colin;  Langrené, Nicolas
收藏  |  浏览/下载:20/0  |  提交时间:2022/08/29
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes 会议论文
Annals of Actuarial Science
作者:  Chen,Wen;  Koo,Bonsoo;  Wang,Yunxiao;  O'Hare,Colin;  Langrené,Nicolas
收藏  |  浏览/下载:15/0  |  提交时间:2025/03/19
Markovian approximation of the rough bergomi model for Monte Carlo option pricing 期刊论文
Mathematics,2021, 卷号: 9, 期号: 5, 页码: 1-21
作者:  Zhu, Qinwen;  Loeper, Grégoire;  Chen, Wen;  Langrené, Nicolas
收藏  |  浏览/下载:19/0  |  提交时间:2022/08/29
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk 期刊论文
Finance Research Letters,2021, 卷号: 39
作者:  Chen, Wen;  Minney, Aaron;  Toscas, Peter;  Koo, Bonsoo;  Zhu, Zili
收藏  |  浏览/下载:14/0  |  提交时间:2025/03/19
A 2nd-order ADI finite difference method for a 2D fractional Black–Scholes equation governing European two asset option pricing 期刊论文
Mathematics and Computers in Simulation,2020, 卷号: 171, 页码: 279-293
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载:9/0  |  提交时间:2025/03/19
Accounting for tailings dam failures in the valuation of mining projects 期刊论文
Resources Policy,2019, 卷号: 63
作者:  Armstrong, Margaret;  Langrené, Nicolas;  Petter, Renato;  Chen, Wen;  Petter, Carlos
收藏  |  浏览/下载:12/0  |  提交时间:2022/08/29
Predictor-Based Disturbance Rejection Control for Sampled Systems with Input Delay 期刊论文
IEEE Transactions on Control Systems Technology,2019, 卷号: 27, 期号: 2, 页码: 772-780
作者:  Liu, Tao;  Hao, Shoulin;  Li, Dewei;  Chen, Wen Hua;  Wang, Qingguo
收藏  |  浏览/下载:10/0  |  提交时间:2021/07/14
Unified Sparse Subspace Learning via Self-Contained Regression 期刊论文
IEEE Transactions on Circuits and Systems for Video Technology,2018, 卷号: 28, 期号: 10, 页码: 2537-2550
作者:  Yi, Shuangyan;  He, Zhenyu;  Cheung, Yiu Ming;  Chen, Wen Sheng
收藏  |  浏览/下载:10/0  |  提交时间:2021/10/19
A power penalty method for a 2D fractional partial differential linear complementarity problem governing two-asset American option pricing 期刊论文
Applied Mathematics and Computation,2017, 卷号: 305, 页码: 174-187
作者:  Chen, Wen;  Wang, Song
收藏  |  浏览/下载:11/0  |  提交时间:2025/03/19