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Ching-Tang Wu · Study

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Ching-Tang Wu

3 works· latest 2005· 2 institutionscluster: provisional

h-index3

i103

Citations146

Works here3

99

05

Most cited in this library

Duality theory for optimal investments under model uncertainty2005 · 79 citations
Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading1999 · 42 citations
Construction of Brownian Motions in Enlarged Filtrations and Their Role in Mathematical Models of Insider Trading1999 · 25 citations

Works

3 shown

Duality theory for optimal investments under model uncertainty

Statistics & Risk Modeling·2005·2 authors·Open access

79citations

Canonical decomposition of linear transformations of two independent Brownian motions motivated by models of insider trading

Stochastic Processes and their Applications·1999·3 authors·Open access

42citations

Construction of Brownian Motions in Enlarged Filtrations and Their Role in Mathematical Models of Insider Trading

·1999·1 author·thesis·Open access

25citations