Publications

Pang, W. & Li, S. (2013). A portfolio selection model with interval-valued return rates. The 10th International Conference on Fuzzy Systems and Knowledge Discovery (FSKD), (pp. 262-267). IEEE.

Feinstein, Z., Pang, W., Rudloff, B., Schaanning, E., Sturm, S., & Wildman, M. (2018). Sensitivity of the Eisenberg--Noe Clearing Vector to Individual Interbank Liabilities. SIAM Journal on Financial Mathematics, 9(4), 1286-1325. link

Pang, W. & Sturm, S. (2019). XVA Valuation under Market Illiquidity, preprint link

Pang, W., Hurd, T. & Chehaitli, H. (2020). Effect of Repo Market on the Financial Stability, working paper

Pang, W., Hurd, T. & Chehaitli, H. (2021). Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes. Infectious Disease Modelling, 7(1), 16-29., link

Albani, V., Grasselli, M., Pang, W. & Zubelli, P. J. (2021). Economic Impact of COVID-19 on Canada, working paper