Reviewer’s Profile

Name: Prof. Weijie Pang

Reviewer : Research & Reviews : Journal of Statistics

Email:

Affiliation: Wentworth Institute of technology, MA, Boston

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

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