27 citations · 38 across the 4 of their papers we have counts for
4 papers
Impact of asymptomatic COVID-19 carriers on pandemic policy outcomes
Weijie Pang, Hassan Chehaitli, T. R. Hurd
This paper provides a mathematical model to show that the incorrect estimation of r, the fraction of asymptomatic COVID-19 carriers in the general population, can account for much…
XVA Valuation under Market Illiquidity
Weijie Pang, Stephan Sturm
Before the 2008 financial crisis, most research in financial mathematics focused on pricing options without considering the effects of counterparties' defaults, illiquidity problem…
Public Health Policy: COVID-19 Epidemic and SEIR Model with Asymptomatic Viral Carriers
Weijie Pang
We measure the effect of different public health regulations to the spread of COVID-19, based on a SEIRA model -- a SEIR model including asymptomatic transmissions. The cumulative…
Sensitivity of the Eisenberg-Noe clearing vector to individual interbank liabilities
Zachary Feinstein, Weijie Pang, Birgit Rudloff +3
We quantify the sensitivity of the Eisenberg-Noe clearing vector to estimation errors in the bilateral liabilities of a financial system in a stylized setting. The interbank liabil…