Related Faculty
Associate Professor
Graduate Program Coordinator
Boeing Endowed Professor
Director of Computational Finance and Risk Management Program
Professor
Related Research
- Tim Leung (2025). Stochastic Control Approach to Futures Trading, World Scientific
- Tim Leung. (2021) Employee Stock Options, Exercise Timing, Hedging, and Valuation. World Scientific
- Yang, Y.-J. and Cheng, Y.-C., "Potentials of continuous Markov processes and random perturbations" J. Phys. A: Math. Theor. 54 195001 (2021)
- Yang, Y.-J., & Qian, H. Bivectorial Nonequilibrium Thermodynamics: Cycle Affinity, Vorticity Potential, and Onsager’s Principle. J Stat. Phys. 182, 46 (2021).
- Yang, Y.-J. & Qian, H. Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129 (2020)