Jiangming Xiang

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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!

PublicationDate of PublicationType
Quasi-Monte Carlo simulation for American option sensitivities
Journal of Computational and Applied Mathematics
2022-06-16Paper
Primal-dual quasi-Monte Carlo simulation with dimension reduction for pricing American options
Quantitative Finance
2020-12-07Paper


Research outcomes over time


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