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researcher

Tai-Ho Wang

7 papers hereh-index 10591 citations29 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author7

Across the 7 of 7 papers where every author was matched, so the position is known.

fields
  • q-fin.CP3
  • math.PR2
  • q-fin.MF1
  • q-fin.TR1
same name
  • Tai-Ho Wang — 4 papers, h 2
  • Tai-ho Wang — 2 papers, h 1
  • Tai-Ho Wang — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20162021
most citedProbability density of lognormal fractional SABR model

6 citations · 10 across the 6 of their papers we have counts for

collaborators
Showing 2017 · math.PRShow all

1 paper · 2 filters

math.PR2017★ 1 cited

Bessel bridge representation for heat kernel in hyperbolic space

Xue Cheng, Tai-Ho Wang

This article shows a Bessel bridge representation for the transition density of Brownian motion on the Poincare space. This transition density is also referred to as the heat kerne…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.