The following pages link to Zhuliang Chen (Q937232):
Displayed 5 items.
- A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) (Q937233) (← links)
- (Q2895249) (← links)
- A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation (Q3614824) (← links)
- Implications of a regime-switching model on natural gas storage valuation and optimal operation (Q5190131) (← links)
- A BLAS based C library for exact linear algebra on integer matrices (Q5262748) (← links)