The following pages link to Cheng-long Xu (Q1871988):
Displaying 49 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)
- (Q3462867) (← links)
- (Q3611228) (← links)
- (Q3611233) (← links)
- (Q3630867) (← links)
- (Q3805087) (← links)
- (Q3831369) (← links)
- (Q4010097) (← links)
- (Q4349527) (← links)
- (Q4349546) (← links)
- Mixed Laguerre-Legendre pseudospectral method for incompressible fluid flow in an infinite strip (Q4433122) (← links)
- Hermite pseudospectral method for nonlinear partial differential equations (Q4518355) (← links)
- (Q4551556) (← links)
- (Q4641066) (← links)
- Convergence of the Binomial Tree Method for American Options in a Jump-Diffusion Model (Q4653939) (← links)
- (Q4673343) (← links)
- On two-dimensional unsteady incompressible fluid flow in an infinite strip (Q4763142) (← links)
- (Q4900772) (← links)
- (Q4984760) (← links)
- An efficient conditional Monte Carlo method for European option pricing with stochastic volatility and stochastic interest rate (Q5030552) (← links)
- An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting (Q5031764) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
- (Q5115182) (← links)
- (Q5196962) (← links)
- (Q5320152) (← links)
- (Q5398763) (← links)
- (Q5398775) (← links)
- (Q5398776) (← links)
- (Q5483629) (← links)
- Mixed Laguerre-Legendre spectral method for incompressible flow in an infinite strip (Q5961035) (← 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)
