Tai-Ho Wang

Email: Tai-Ho.Wang@baruch.cuny.edu
Phone: 646 312-4130

Location: VC 6-253

Website: http://faculty.baruch.cuny.edu/twang/

 

Tai-Ho Wang‘s work mostly focuses on option pricing in basically two directions: determining optimal model-free bounds and their corresponding hedging strategies for multi-asset options in a no arbitrage framework, and the Lie symmetry analysis of financial models.

He also works on the robustness and masking effect of certain statistical methodologies by using influence functions and their pair-perturbation counterparts. He received his BA and PhD in applied mathematics from National Chiao Tung University, Taiwan.

The City University of New York