Chaojun Zhang
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance SIAM Journal on Scientific Computing | 2021-03-29 | Paper |
| Quasi-Monte Carlo-based conditional pathwise method for option Greeks Quantitative Finance | 2020-02-10 | Paper |
Research outcomes over time
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