The following pages link to Cheng-long Xu (Q1871988):
Displaying 28 items.
- (Q241683) (redirect page) (← links)
- (Q432392) (redirect page) (← links)
- Explicit formulas for pricing of callable mortgage-backed securities in a case of prepayment rate negatively correlated with interest rates (Q432394) (← links)
- Hermite spectral and pseudospectral methods for nonlinear partial differential equation in multiple dimensions (Q539662) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- Modified Laguerre spectral and pseudospectral methods for nonlinear partial differential equations in multiple dimensions (Q940571) (← links)
- Numerical analysis on binomial tree methods for a jump-diffusion model. (Q1398421) (← links)
- A hybrid Monte Carlo acceleration method of pricing basket options based on splitting (Q1639548) (← links)
- On sample average approximation algorithms for determining the optimal importance sampling parameters in pricing financial derivatives on Lévy processes (Q1785463) (← links)
- Spectral and pseudospectral approximations using Hermite functions: Application to the Dirac equation (Q1871989) (← links)
- A quick operator splitting method for option pricing (Q2074881) (← links)
- Integral price formulas for lookback options (Q2494966) (← links)
- (Q2769398) (← links)
- (Q2823520) (← links)
- (Q2924611) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- (Q3072844) (← links)
- (Q3124336) (← links)
- (Q4641066) (← links)
- (Q4900772) (← links)
- (Q4984760) (← links)
- (Q5115182) (← links)
- (Q5196962) (← links)
- (Q5398763) (← links)
- (Q5398775) (← links)
- (Q5398776) (← links)
- Efficient Monte Carlo Method for Integral Fractional Laplacian in Multiple Dimensions (Q6055561) (← links)
- A new `walk on spheres' type method for fractional diffusion equation in high dimensions based on the Feynman-Kac formulas (Q6160858) (← links)
