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Justin W. L. Wan

Observed names: J W L Wan, J. W. L. Wan, J.W.L. Wan, Justin W.L. Wan, Justin Wan, Wan, Justin, Wan, Justin W. L.
ORCID: 0000-0001-8367-6337
Observed ORCID: 0000-0001-8367-6337
OpenAlex ID: A5102887139
Robust numerical valuation of European and American options under the CGMY process
2007 · Iris Wang, Justin Wan, et al. · The Journal of Computational Finance · 73
Deep neural network framework based on backward stochastic differential equations for pricing and hedging American options in high dimensions
2020 · Yangang Chen, Justin W. L. Wan · Quantitative Finance · 63
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A combined watershed and level set method for segmentation of brightfield cell images
2009 · Shutong Tse, Laura Bradbury, et al. · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 36
A spectral k-means approach to bright-field cell image segmentation
2010 · L Bradbury, J W L Wan · Proceedings of the Annual International Conference of the IEEE Engineering in Medicine and Biology Society · 25
A Boundary Condition--Capturing Multigrid Approach to Irregular Boundary Problems
2004 · Justin W. L. Wan, Xu-Dong Liu · SIAM Journal on Scientific Computing · 24
Physically‐based simulation of plant leaf growth
2004 · Iris R. Wang, Justin W. L. Wan, et al. · Computer Animation and Virtual Worlds · 20
Low-bias simulation scheme for the Heston model by Inverse Gaussian approximation
2012 · S. T. Tse, Justin W. L. Wan · Quantitative Finance · 16
A parallel quasi-Monte Carlo approach to pricing multidimensional American options
2006 · Justin W.L. Wan, Kevin Lai, et al. · International Journal of High Performance Computing and Networking · 15
Simulating the dynamics of auroral phenomena
2005 · Gladimir V. G. Baranoski, Justin Wan, et al. · ACM Transactions on Graphics · 15
Real-time intensity-based rigid 2d-3d medical image registration using RapidMind Multi-core Development Platform
2008 · Lin Xu, Justin W.L. Wan · 14
Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations
2013 · Dong Han, Justin W. L. Wan · SIAM Journal on Scientific Computing · 13
Kernel Preserving Multigrid Methods for Convection-Diffusion Equations
2006 · Randolph E. Bank, Justin W. L. Wan, et al. · SIAM Journal on Matrix Analysis and Applications · 13
A multiscale graph cut approach to bright-field multiple cell image segmentation using a Bhattacharyya measure
2013 · Soo Min Kang, Justin W. L. Wan · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 12
Efficient pricing and hedging of high-dimensional American options using deep recurrent networks
2023 · Andrew S. Na, Justin W. L. Wan · Quantitative Finance · 11
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A Continuous Method for Reducing Interpolation Artifacts in Mutual Information-Based Rigid Image Registration
2013 · Lin Xu, J. W. L. Wan, et al. · IEEE Transactions on Image Processing · 10
Numerical methods for two person games arising from transboundary pollution with emission permit trading
2019 · Junyu Lai, Justin W.L. Wan, et al. · Applied Mathematics and Computation · 9
Multigrid Methods for Systems of Hyperbolic Conservation Laws
2013 · Swathi Amarala, Justin W. L. Wan · Multiscale Modeling and Simulation · 9
Fast and Scalable Solvers for the Fluid Pressure Equations with Separating Solid Boundary Conditions
2020 · Junyu Lai, Yangang Chen, et al. · Computer Graphics Forum · 8
Simulating Mechanism of Brain Injury During Closed Head Impact
2008 · Omar Halabieh, Justin W. L. Wan · Lecture notes in computer science · 8
Reconstruction of missing cells by a Killing energy minimizing nonrigid image registration
2013 · Ken Y. K. Chan, Justin W. L. Wan · 7
Monotonicity preserving multigrid time stepping schemes for conservation laws
2007 · Justin W. L. Wan, Antony Jameson · Computing and Visualization in Science · 6
Physically-based simulation of plant leaf growth: Research Articles
2004 · Iris R. Wang, Justin W. L. Wan, et al. · Computer Animation and Virtual Worlds · 6
Numerical method for image registration model based on optimal mass transport
2018 · Yangang Chen, Justin W. L. Wan · Inverse Problems and Imaging · 5
Image restoration of medical images with streaking artifacts by Euler's elastica inpainting
2017 · Xiaochen Zhang, Justin W.L. Wan · IEEE International Symposium on Biomedical Imaging (ISBI) · 5
Cellular image segmentation using n-agent cooperative game theory
2016 · Ian B. Dimock, Justin W. L. Wan · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 4
Works count: 54
Citation count: 462
H-index: 12
I10-index: 15
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