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Zheng Wang
Zheng Wang
Columbia University
Verified email at columbia.edu
Title
Cited by
Cited by
Year
Optimal multiple trading times under the exponential OU model with transaction costs
T Leung, X Li, Z Wang
Stochastic Models 31 (4), 554-587, 2015
282015
Speculative futures trading under mean reversion
T Leung, J Li, X Li, Z Wang
Asia-Pacific Financial Markets 23, 281-304, 2016
272016
Optimal starting–stopping and switching of a CIR process with fixed costs
T Leung, X Li, Z Wang
Risk and Decision Analysis 5 (2-3), 149-161, 2014
192014
Optimal risk-averse timing of an asset sale: trending versus mean-reverting price dynamics
T Leung, Z Wang
Annals of Finance 15, 1-28, 2019
42019
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Articles 1–4