Edit Profile (opens in new tab) Wang, King-Hang Co-Author Distance Author ID: wang.king-hang Published as: Wang, King; Wang, King-Hang Documents Indexed: 32 Publications since 1990 Co-Authors: 8 Co-Authors with 21 Joint Publications 290 Co-Co-Authors all top 5 Co-Authors 2 single-authored 19 Madan, Dilip B. 3 Schoutens, Wim 2 Chen, Chienming 2 Elliott, Robert James 2 Zhong, Zhengyong 1 Fang, Weicheng 1 Lee, Hong Sik 1 Leo, Chin Jian 1 Li, Weimin 1 Sun, Hung-Min 1 Wang, Hsun-Pang 1 Wu, Tsu-Yang all top 5 Serials 6 Frontiers of Mathematical Finance 5 Journal of the Operational Research Society 3 International Journal of Theoretical and Applied Finance 2 Computers and Fluids 2 Applied Mathematical Finance 2 Quantitative Finance 2 Annals of Finance 2 Probability, Uncertainty and Quantitative Risk 1 International Journal of Engineering Science 1 International Journal for Numerical and Analytical Methods in Geomechanics 1 International Journal for Numerical Methods in Fluids 1 IEEE Transactions on Computers 1 Nonlinear Dynamics 1 Asia-Pacific Financial Markets 1 International Journal of Computational Methods 1 SIAM Journal on Financial Mathematics all top 5 Fields 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 6 Probability theory and stochastic processes (60-XX) 5 Fluid mechanics (76-XX) 5 Operations research, mathematical programming (90-XX) 4 Statistics (62-XX) 3 Mechanics of deformable solids (74-XX) 1 Partial differential equations (35-XX) 1 Dynamical systems and ergodic theory (37-XX) 1 Integral equations (45-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 18 Publications have been cited 35 times in 23 Documents Cited by ▼ Year ▼ Cost analysis of the \(M/M/R\) machine repair problem with balking, reneging, and server breakdowns. Zbl 1054.90534 Ke, J.-C.; Wang, K.-H. 20 1999 Measuring and monitoring the efficiency of markets. Zbl 1395.91459 Madan, Dilip B.; Schoutens, Wim; Wang, King 20 2017 Optimal control of an M/E\(_k\)/1 queueing system with removable service station subject to breakdowns. Zbl 0892.90085 Wang, K.-H. 17 1997 Profit analysis of the machine-repair problem with a single service station subject to breakdowns. Zbl 0721.90037 Wang, K.-H. 9 1990 Modeling fully nonlinear shallow-water waves and their interactions with cylindrical structures. Zbl 1159.76024 Zhong, Zhengyong; Wang, K. H. 6 2009 Cost analysis of the unloader queueing system with a single unloader subject to breakdowns. Zbl 1070.90031 Wang, K.-H.; Chiang, Y.-C.; Ke, J.-C. 5 2003 Additive processes with bilateral gamma marginals. Zbl 1457.91385 Madan, Dilip B.; Wang, King 5 2020 Vertical dynamic response of pile in a radially heterogeneous soil layer. Zbl 1273.74324 Yang, D. Y.; Wang, K. H.; Zhang, Z. Q.; Leo, Chin Jian 4 2009 Mooring lines connected to floating porous breakwaters. Zbl 0899.76347 Ren, X.; Wang, K. H. 3 1994 High dimensional Markovian trading of a single stock. Zbl 1500.91130 Elliott, Robert; Madan, Dilip B.; Wang, King 3 2022 Option implied VIX, skew and kurtosis term structures. Zbl 1471.91581 Madan, Dilip B.; Wang, King 3 2021 Time-accurate stabilized finite element model for weakly nonlinear and weakly dispersive water waves. Zbl 1139.76034 Zhong, Zhengyong; Wang, K. H. 2 2008 Cost analysis of the \(R\)-unloader queueing system. Zbl 0890.90068 Wang, K.-H.; Wang, C.-H.; Bai, S. X. 2 1997 Stationary increments reverting to a tempered fractional Lévy process (TFLP). Zbl 07562216 Madan, Dilip B.; Wang, King 2 2022 A hybrid finite-analytic algorithm for solving three-dimensional advection-diffusion equations. Zbl 1182.76917 Hu, H. M.; Wang, K.-H. 1 2004 Propagation and transformation of periodic nonlinear shallow-water waves in basins with selected breakwater systems. Zbl 1237.76021 Wang, K.-H.; Li, Weimin; Lee, Hong Sik 1 2008 Risk neutral jump arrival rates implied in option prices and their models. Zbl 1490.91217 Madan, Dilip B.; Wang, King 1 2021 Quadratic variation, models, applications and lessons. Zbl 1498.91456 Madan, Dilip B.; Wang, King 1 2022 High dimensional Markovian trading of a single stock. Zbl 1500.91130 Elliott, Robert; Madan, Dilip B.; Wang, King 3 2022 Stationary increments reverting to a tempered fractional Lévy process (TFLP). Zbl 07562216 Madan, Dilip B.; Wang, King 2 2022 Quadratic variation, models, applications and lessons. Zbl 1498.91456 Madan, Dilip B.; Wang, King 1 2022 Option implied VIX, skew and kurtosis term structures. Zbl 1471.91581 Madan, Dilip B.; Wang, King 3 2021 Risk neutral jump arrival rates implied in option prices and their models. Zbl 1490.91217 Madan, Dilip B.; Wang, King 1 2021 Additive processes with bilateral gamma marginals. Zbl 1457.91385 Madan, Dilip B.; Wang, King 5 2020 Measuring and monitoring the efficiency of markets. Zbl 1395.91459 Madan, Dilip B.; Schoutens, Wim; Wang, King 20 2017 Modeling fully nonlinear shallow-water waves and their interactions with cylindrical structures. Zbl 1159.76024 Zhong, Zhengyong; Wang, K. H. 6 2009 Vertical dynamic response of pile in a radially heterogeneous soil layer. Zbl 1273.74324 Yang, D. Y.; Wang, K. H.; Zhang, Z. Q.; Leo, Chin Jian 4 2009 Time-accurate stabilized finite element model for weakly nonlinear and weakly dispersive water waves. Zbl 1139.76034 Zhong, Zhengyong; Wang, K. H. 2 2008 Propagation and transformation of periodic nonlinear shallow-water waves in basins with selected breakwater systems. Zbl 1237.76021 Wang, K.-H.; Li, Weimin; Lee, Hong Sik 1 2008 A hybrid finite-analytic algorithm for solving three-dimensional advection-diffusion equations. Zbl 1182.76917 Hu, H. M.; Wang, K.-H. 1 2004 Cost analysis of the unloader queueing system with a single unloader subject to breakdowns. Zbl 1070.90031 Wang, K.-H.; Chiang, Y.-C.; Ke, J.-C. 5 2003 Cost analysis of the \(M/M/R\) machine repair problem with balking, reneging, and server breakdowns. Zbl 1054.90534 Ke, J.-C.; Wang, K.-H. 20 1999 Optimal control of an M/E\(_k\)/1 queueing system with removable service station subject to breakdowns. Zbl 0892.90085 Wang, K.-H. 17 1997 Cost analysis of the \(R\)-unloader queueing system. Zbl 0890.90068 Wang, K.-H.; Wang, C.-H.; Bai, S. X. 2 1997 Mooring lines connected to floating porous breakwaters. Zbl 0899.76347 Ren, X.; Wang, K. H. 3 1994 Profit analysis of the machine-repair problem with a single service station subject to breakdowns. Zbl 0721.90037 Wang, K.-H. 9 1990 all cited Publications top 5 cited Publications all top 5 Cited by 10 Authors 20 Madan, Dilip B. 15 Wang, King-Hang 4 Schoutens, Wim 3 Elliott, Robert James 1 Azzone, Michele 1 Baviera, Roberto 1 Carr, Peter Paul 1 Ivanov, Roman V. 1 Siu, Tak Kuen 1 Torricelli, Lorenzo all top 5 Cited in 11 Serials 5 Frontiers of Mathematical Finance 4 International Journal of Theoretical and Applied Finance 4 Probability, Uncertainty and Quantitative Risk 2 Quantitative Finance 2 Annals of Finance 1 Lithuanian Mathematical Journal 1 Finance and Stochastics 1 Asia-Pacific Financial Markets 1 Computational Management Science 1 Mathematics and Financial Economics 1 SIAM Journal on Financial Mathematics all top 5 Cited in 7 Fields 21 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 7 Probability theory and stochastic processes (60-XX) 7 Statistics (62-XX) 1 Special functions (33-XX) 1 Partial differential equations (35-XX) 1 Integral equations (45-XX) 1 Operations research, mathematical programming (90-XX) Citations by Year