Reviewer’s Profile

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Prof. Weijie Pang

Designation : Data science

Affiliation : Wentworth Institute of technology MA, Boston,

Expertise: Financial mathematics, stochastic analysis, and pandemic modeling

Institution Profile Link : https://wit.edu/directory/weijie-pang

Offical Email :

Role: Reviewer

Journal: Research & Reviews : Journal of Statistics

About Me

Data science in School of Computing and Data Science at
Wentworth Institute of technology, MA, Boston
My expertise are Financial mathematics, stochastic analysis, and pandemic modeling


Recent Publications

  • V Albani, M Grasselli, W Pang, JP Zubelli, The Interplay between COVID-19 and the Economy in Canada Journal of Risk and Financial Management 15 (10), 476 2 2022
  • W Pang, H Chehaitli, TR Hurd, Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes Infectious Disease Modelling 7 (1), 16-29 14* 2022
  • W Pang, S Sturm, XVA Valuation under Market Illiquidity, arXiv preprint arXiv:2011.03543 2020
  • W Pang, S Sturm, A BSDE Approach to Derivatives Valuation with Regime Switching, 2020
  • W Pang, In the Wake of the Financial crisis-regulators’ and Investors’ Perspectives, 2019
  • Z Feinstein, W Pang, B Rudloff, E Schaanning, S Sturm, M Wildman, Sensitivity of the Eisenberg–Noe Clearing Vector to Individual Interbank Liabilities SIAM Journal on Financial Mathematics 9 (4), 1286-1325 34 2018