Wulin Suo

Smith School of Business

Smith School of Business - Queen's University

143 Union Street

Kingston, Ontario K7L 3N6

Canada

SCHOLARLY PAPERS

10

DOWNLOADS
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2,089

CITATIONS
Rank 25,354

SSRN RANKINGS

Top 25,354

in Total Papers Citations

24

Scholarly Papers (10)

1.

An Empirical Study on Credit Rating Change Behavior

Number of pages: 25 Posted: 22 Feb 2005
Yu Du and Wulin Suo
RBC Capital Markets and Smith School of Business
Downloads 665 (38,013)
Citation 1

Abstract:

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Credit Rating Changes, Momentum, Duration

2.

Assessing Default Probabilities from Structural Credit Risk Models

Number of pages: 58 Posted: 27 Apr 2006
Wei Wang and Wulin Suo
Smith School of Business and Smith School of Business
Downloads 628 (41,048)

Abstract:

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Default Probabilities, Structural Model, Credit Risk, Corporate Bonds

3.

Assessing Credit Quality from Equity Markets: Is Structural Model a Better Approach?

Number of pages: 32 Posted: 10 Dec 2003
Yu Du and Wulin Suo
RBC Capital Markets and Smith School of Business
Downloads 468 (59,837)
Citation 4

Abstract:

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Credit Rating, Default Probability, Distance-to-Default, Structural Credit Risk Model

4.

A Test of the Use of the Implied Volatility Function Model to Price Exotic Options

NYU Working Paper No. FIN-00-025
Number of pages: 17 Posted: 04 Nov 2008
John C. Hull and Wulin Suo
University of Toronto - Rotman School of Management and Smith School of Business
Downloads 190 (158,365)

Abstract:

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Explaining Debt Recovery Using an Endogenous Bankruptcy Model

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 31 Posted: 01 Oct 2012 Last Revised: 07 Oct 2013
Wulin Suo, Wei Wang and Amber Qi Zhang
Smith School of Business, Smith School of Business and Queen's University
Downloads 59 (362,919)
Citation 1

Abstract:

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Bankruptcy, Debt Recovery, Structural Model, Bankruptcy Cost, Agency Conflict

Explaining Debt Recovery Using an Endogenous Bankruptcy Model

Journal of Fixed Income, Forthcoming, https://doi.org/10.3905/jfi.2013.23.2.114
Posted: 21 May 2019
Wulin Suo, Wei Wang and Amber Qi Zhang
Smith School of Business, Smith School of Business and Queen's University

Abstract:

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Bankruptcy, Debt Recovery, Structural Model, Bankruptcy Cost, Agency Conflict

6.

Optimal Feedback Controls in Dynamic Stochastic Jobshops

MATHEMATICS OF STOCHASTIC MANUFACTURING SYSTEMS; LECTURES IN APPLIED MATHEMATICS, G. Yin, Q. Zhang, eds., Vol. 33, pp. 235-252, American Mathematical Society, 1997
Number of pages: 23 Posted: 16 Jan 2009
Ernst Presman, Suresh Sethi and Wulin Suo
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Smith School of Business
Downloads 44 (407,370)

Abstract:

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Production planning, Optimal control, Dynamic programming, state constraints, feedback controls, inventory problem, jobshop, piecewise deterministic processes

7.

Existence of Optimal Feedback Production Plans in Stochastic Flowshops with Limited Buffers

Automatica, Vol. 33, No. 10, pp. 1899-1903, 1997
Number of pages: 14 Posted: 16 Jan 2009
Ernst Presman, Suresh Sethi and Wulin Suo
Russian Academy of Sciences (RAS), University of Texas at Dallas - Naveen Jindal School of Management and Smith School of Business
Downloads 34 (446,958)

Abstract:

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Production Planning, Optimal feedback Control, Stochastic Manufacturing System, Dynamic Programming, Verification Theorem, Flow control, Markov Chains, State Constraints, Inventory Control

8.

Optimal Production Planning in a Stochastic Manufacturing System with Long-Run Average Cost

Journql of Optimization Theory and Applications, Vol. 92, No. 1, pp. 161-188, January 1997
Number of pages: 28 Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
University of Texas at Dallas - Naveen Jindal School of Management, Smith School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics
Downloads 1 (649,346)

Abstract:

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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost

9.

Volatility Surfaces: Theory, Rules of Thumb and Empirical Evidence

Posted: 12 Dec 2009
Wulin Suo, John C. Hull and Toby C. Daglish
Smith School of Business, University of Toronto - Rotman School of Management and Victoria University of Wellington - School of Economics & Finance

Abstract:

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Volatilies, Option Pricing, Strike price, No-arbitrage condition

10.

Producing in a Manufacturing System with Minimum Average Cost

Nonlinear Analysis, Theory, Methods & Applications, Vol. 30, No. 7. pp. 4357-4363, 1997
Posted: 21 Jun 2009 Last Revised: 31 Jan 2019
University of Texas at Dallas - Naveen Jindal School of Management, Smith School of Business, University of Missouri at Columbia - Department of Mathematics (Deceased) and University of Georgia - Department of Mathematics

Abstract:

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Production planning, stochastic dynamic programming, vanishing discount approach, optimal control, long-run average cost