A methodology for assessing model risk and its application to the implied volatility function model J Hull, W Suo Journal of Financial and Quantitative Analysis 37 (2), 297-318, 2002 | 190 | 2002 |
Volatility surfaces: theory, rules of thumb, and empirical evidence T Daglish, J Hull, W Suo Quantitative Finance 7 (5), 507-524, 2007 | 147 | 2007 |
Singular optimal stochastic controls I: Existence UG Haussmann, W Suo SIAM Journal on Control and Optimization 33 (3), 916-936, 1995 | 124 | 1995 |
Optimal production planning in a stochastic manufacturing system with long-run average cost SP Sethi, W Suo, MI Taksar, Q Zhang Journal of Optimization Theory and Applications 92, 161-188, 1997 | 79 | 1997 |
Singular optimal stochastic controls II: Dynamic programming UG Haussmann, W Suo SIAM Journal on Control and Optimization 33 (3), 937-959, 1995 | 74 | 1995 |
Optimal production planning in a multi-product stochastic manufacturing system with long-run average cost SP Sethi, W Suo, MI Taksar, H Yan Discrete Event Dynamic Systems 8, 37-54, 1998 | 62 | 1998 |
An empirical comparison of option‐pricing models in hedging exotic options Y An, W Suo Financial Management 38 (4), 889-914, 2009 | 45 | 2009 |
Assessing credit quality from the equity market: can a structural approach forecast credit ratings? Y Du, W Suo Canadian Journal of Administrative Sciences/Revue Canadienne des Sciences de …, 2007 | 40 | 2007 |
Assessing credit quality from equity markets: Is a structural approach a better approach Y Du, W Suo Canadian Journal of Administrative Studies (forthcoming), 2004 | 20 | 2004 |
Existence of optimal feedback production plans in stochastic flowshops with limited buffers E Presman, SP Sethi, W Suo Automatica 33 (10), 1899-1903, 1997 | 18 | 1997 |
Existence of singular optimal control laws for stochastic differential equations UG Haussmann, W Suo Stochastics: An International Journal of Probability and Stochastic …, 1994 | 18 | 1994 |
Assessing default probabilities from structural credit risk models W Suo, W Wang The Journal Financial analysis, 2006 | 12 | 2006 |
Assessing credit quality from equity markets: is structural model a better approach? Y Du, W Suo Available at SSRN 470701, 2003 | 11 | 2003 |
The performance of option pricing models on hedging exotic options Y An, W Suo Working Paper, 2003 | 11 | 2003 |
An empirical study on credit rating change behavior Y Du, W Suo Available at SSRN 670325, 2005 | 10 | 2005 |
Explaining debt recovery using an endogenous bankruptcy model W Suo, W Wang, AQ Zhang Midwest Finance Association 2013 Annual Meeting Paper, 2013 | 9 | 2013 |
Optimal feedback production planning in a stochastic N-machine flowshop with limited buffers E Presman, SP Sethi, W Suo Automatica 33, 1899-1903, 1997 | 9 | 1997 |
The compatibility of one‐factor market models in caps and swaptions markets: Evidence from their dynamic hedging performance Y An, W Suo Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2008 | 6 | 2008 |
Assessing default probabilities from structural credit risk models W Wang, W Suo Available at SSRN 897793, 2006 | 4 | 2006 |
Optimal feedback controls in dynamic stochastic jobshops EL Presman, SP Sethi, W Suo LECTURES IN APPLIED MATHEMATICS-AMERICAN MATHEMATICAL SOCIETY 33, 235-252, 1997 | 4 | 1997 |