Chengfeng Weng
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 Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction SIAM Journal on Scientific Computing | 2017-05-31 | Paper |
| An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
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