Name

Tai-Ho Wang

 　

Rank

Associate Professor

Degree Institution

Ph.D. in Mathematics,
National Chiao Tung University

Specialized Areas

Mathematical Finance

Phone

(886)5-272-0411 ext 66130

E-mail

thwang@math.ccu.edu.tw

　

　

　


A. Journal Papers

  1. Yufen Huang, Ching-Ren Cheng and Tai-Ho Wang, Influence Analysis of Non-Gaussianity by Applying Projection Pursuit, Statistics & Probability Letters, Vol. 77, Issue 14, (2007), 1515-1521.

  2. Yufen Huang, Mei-Ling Kuo and Tai-Ho Wang, Pair-Perturbation Influence Functions and Local Influence in PCA, Computational Statistics & Data Analysis, Vol. 51, Issue 12, (2007), 5886-5899.

  3. Yufen Huang, Tzu-Ling Kao and Tai-Ho Wang, Influence Functions and Local Influence in Linear Discriminant Analysis, Computational Statistics & Data Analysis, Vol. 51, Issue 8, (2007), 3844-3861.

  4. Peter Carr, Peter Laurence and Tai-Ho Wang, Generating Integrable One Dimensional Driftless Diffusions, C. R. Acad. Sci. Paris, Ser. I, Vol. 343, Issue 6, (2006), 393-398.

  5. Peter Laurence and Tai-Ho Wang, Closed Form Solutions for Quadratic and Inverse Quadratic Term Structure Models, International Journal of Theoretical and Applied Finance, Vol. 8, No. 8, (2005), 1059-1083.

  6. David Hobson, Peter Laurence and Tai-Ho Wang, Static-arbitrage optimal sub-replicating strategies for basket options, Insurance: Mathematics and Economics, Vol. 37, (2005), 553-572.

  7. Peter Laurence and Tai-Ho Wang, Sharp upper and lower bounds for basket options, Applied Math Finance, Vol. 12, No. 3, (2005), 253-282.

  8. David Hobson, Peter Laurence and Tai-Ho Wang, Static-arbitrage upper bounds for the prices of basket options, Quantitative Finance, Vol. 5, No. 4, (2005), 329-342.

  9. Peter Laurence and Tai-Ho Wang, What's a basket worth?, RISK magazine, February (2004), 73-77. Also selected for publication in Derivatives Trading and Option Pricing, 59-76, (2005), ed. by N. Dunbar, Risk Books.

  10. Yi-Jung Hsu and Tai-Ho Wang, Global Pinching Theorem for Surfaces of Constant Mean Curvature on S3, Proc. Amer. Math. Soc., 130 (2002), No. 1, 157-161.

  11. Yi-Jung Hsu and Tai-Ho Wang, Inequalities between Dirichlet and Neumann Eigenvalues for Domains on Spheres, Taiwanese J. Math., 5 (2001), No. 4, 755-766.

  12. Yi-Jung Hsu, Sheng-Chung Shiau and Tai-Ho Wang, Graphs with Prescribed Mean Curvature on Sphere, Bull. Inst. Math., Academia Sinica, Vol. 28, No. 4, (2000), 215-223.


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