Tai‐Ho Wang

707 total citations
33 papers, 444 citations indexed

About

Tai‐Ho Wang is a scholar working on Finance, Economics and Econometrics and Applied Mathematics. According to data from OpenAlex, Tai‐Ho Wang has authored 33 papers receiving a total of 444 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Finance, 8 papers in Economics and Econometrics and 6 papers in Applied Mathematics. Recurrent topics in Tai‐Ho Wang's work include Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (8 papers) and Advanced Statistical Methods and Models (6 papers). Tai‐Ho Wang is often cited by papers focused on Stochastic processes and financial applications (21 papers), Financial Risk and Volatility Modeling (8 papers) and Advanced Statistical Methods and Models (6 papers). Tai‐Ho Wang collaborates with scholars based in United States, Taiwan and Italy. Tai‐Ho Wang's co-authors include Peter Laurence, David Hobson, Jim Gatheral, Elton P. Hsu, Cheng Ouyang, Ming‐Dou Ker, Mei-Ling Kuo, Elisa Alòs, Maria Elvira Mancino and Ming-Dou Ker and has published in prestigious journals such as IEEE Journal of Solid-State Circuits, Journal of the Operational Research Society and Japanese Journal of Applied Physics.

In The Last Decade

Tai‐Ho Wang

31 papers receiving 411 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Tai‐Ho Wang United States	10	340	113	99	56	42	33	444
Michèle Vanmaele Belgium	14	347 1.0×	121 1.1×	102 1.0×	112 2.0×	20 0.5×	55	561
Idris Kharroubi France	13	283 0.8×	85 0.8×	89 0.9×	82 1.5×	42 1.0×	28	353
Miklós Rásonyi Hungary	12	461 1.4×	297 2.6×	126 1.3×	48 0.9×	46 1.1×	66	557
Karsten Prause Germany	4	505 1.5×	263 2.3×	90 0.9×	55 1.0×	65 1.5×	5	573
Tina Hviid Rydberg United Kingdom	8	399 1.2×	209 1.8×	69 0.7×	48 0.9×	68 1.6×	10	476
Nikolai Dokuchaev Australia	9	324 1.0×	176 1.6×	107 1.1×	57 1.0×	12 0.3×	97	416
Rolf Poulsen Denmark	13	380 1.1×	167 1.5×	59 0.6×	81 1.4×	35 0.8×	43	465
Huyên Pham France	14	622 1.8×	323 2.9×	186 1.9×	89 1.6×	21 0.5×	23	713
Hiroshi Shirakawa Japan	9	309 0.9×	143 1.3×	210 2.1×	49 0.9×	36 0.9×	16	450
Emmanuelle Clément France	7	295 0.9×	80 0.7×	46 0.5×	54 1.0×	54 1.3×	18	332

Countries citing papers authored by Tai‐Ho Wang

Since Specialization

Citations

This map shows the geographic impact of Tai‐Ho Wang's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Tai‐Ho Wang with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Tai‐Ho Wang more than expected).

Fields of papers citing papers by Tai‐Ho Wang

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Tai‐Ho Wang. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Tai‐Ho Wang. The network helps show where Tai‐Ho Wang may publish in the future.

Co-authorship network of co-authors of Tai‐Ho Wang

This figure shows the co-authorship network connecting the top 25 collaborators of Tai‐Ho Wang. A scholar is included among the top collaborators of Tai‐Ho Wang based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Tai‐Ho Wang. Tai‐Ho Wang is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Tebaldi, Claudio, et al.. (2022). Optimal order execution under price impact: a hybrid model. Annals of Operations Research. 336(1-2). 605–636. 1 indexed citations

Wang, Tai‐Ho, et al.. (2019). Optimal execution with dynamic risk adjustment. Journal of the Operational Research Society. 70(10). 1662–1677. 3 indexed citations

Wang, Tai‐Ho, et al.. (2015). Optimal Execution with Uncertain Order Fills in Almgren-Chriss Framework. SSRN Electronic Journal. 2 indexed citations

Gatheral, Jim & Tai‐Ho Wang. (2012). THE HEAT-KERNEL MOST-LIKELY-PATH APPROXIMATION. International Journal of Theoretical and Applied Finance. 15(1). 1250001–1250001. 1 indexed citations

Wang, Tai‐Ho, et al.. (2011). Sensitivity analysis of nongaussianity by projection pursuit. Statistica Sinica. 21(4). 4 indexed citations

Wang, Tai‐Ho, Peter Laurence, & Shengli Wang. (2010). Generalized uncorrelated SABR models with a high degree of symmetry. Quantitative Finance. 10(6). 663–679. 2 indexed citations

Gatheral, Jim, Elton P. Hsu, Peter Laurence, Cheng Ouyang, & Tai‐Ho Wang. (2010). ASYMPTOTICS OF IMPLIED VOLATILITY IN LOCAL VOLATILITY MODELS. Mathematical Finance. 22(4). 591–620. 100 indexed citations

Laurence, Peter & Tai‐Ho Wang. (2008). Distribution-free upper bounds for spread options and market-implied antimonotonicity gap. European Journal of Finance. 14(8). 717–734. 26 indexed citations

Laurence, Peter & Tai‐Ho Wang. (2008). Sharp distribution free lower bounds for spread options and the corresponding optimal subreplicating portfolios. Insurance Mathematics and Economics. 44(1). 35–47. 21 indexed citations

10.

Wang, Tai‐Ho, et al.. (2008). Pair-perturbation influence functions of nongaussianity by projection pursuit. Computational Statistics & Data Analysis. 52(8). 3971–3987. 6 indexed citations

11.

Wang, Tai‐Ho, et al.. (2007). Influence analysis of non-Gaussianity by applying projection pursuit. Statistics & Probability Letters. 77(14). 1515–1521. 7 indexed citations

12.

Carr, Peter, Peter Laurence, & Tai‐Ho Wang. (2006). Generating integrable one dimensional driftless diffusions. Comptes Rendus Mathématique. 343(6). 393–398. 4 indexed citations

13.

Wang, Tai‐Ho, et al.. (2006). Influence functions and local influence in linear discriminant analysis. Computational Statistics & Data Analysis. 51(8). 3844–3861. 11 indexed citations

14.

Kuo, Mei-Ling, et al.. (2006). Pair-perturbation influence functions and local influence in PCA. Computational Statistics & Data Analysis. 51(12). 5886–5899. 9 indexed citations

15.

Laurence, Peter & Tai‐Ho Wang. (2005). Sharp Upper and Lower Bounds for Basket Options. Applied Mathematical Finance. 12(3). 253–282. 37 indexed citations

16.

Laurence, Peter & Tai‐Ho Wang. (2005). CLOSED FORM SOLUTIONS FOR QUADRATIC AND INVERSE QUADRATIC TERM STRUCTURE MODELS. International Journal of Theoretical and Applied Finance. 8(8). 1059–1083. 7 indexed citations

17.

Laurence, Peter & Tai‐Ho Wang. (2004). Sharp Upper and Lower Bounds for Basket Options. SSRN Electronic Journal. 7 indexed citations

18.

Wang, Tai‐Ho, et al.. (2001). A global pinching theorem for surfaces with constant mean curvature in 𝑆³. Proceedings of the American Mathematical Society. 130(1). 157–161.

19.

Ker, Ming‐Dou, et al.. (2001). On-chip ESD protection design by using polysilicon diodes in CMOS process. IEEE Journal of Solid-State Circuits. 36(4). 676–686. 21 indexed citations

20.

Chang, Chun‐Yen, et al.. (1993). Charge Loss Due to AC Program Disturbance Stresses in EPROMs. Japanese Journal of Applied Physics. 32(9R). 3748–3748. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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