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