Lin-Yee Hin

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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!

Publication	Date of Publication	Type
Computation of the implied discount rate and volatility for an overdefined system using stochastic optimization IMA Journal of Management Mathematics	2019-06-18	Paper
Pathwise estimation and inference for diffusion market models	2019-03-11	Paper
On limit distributions of estimators in irregular statistical models and a new representation of fractional Brownian motion Statistics & Probability Letters	2018-06-20	Paper
On a representation of fractional Brownian motion and the limit distributions of statistics arising in cusp statistical models	2017-05-03	Paper
Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints Journal of Econometrics	2015-05-06	Paper
High performance computing in quantitative finance: a review from the pseudo-random number generator perspective Monte Carlo Methods and Applications	2014-06-30	Paper
Modeling strategies in longitudinal data analysis: covariate, variance function and correlation structure selection Computational Statistics and Data Analysis	2014-04-14	Paper
Parallel pseudo-random number generators: a derivative pricing perspective with the Heston stochastic volatility model Monte Carlo Methods and Applications	2013-08-28	Paper
scientific article; zbMATH DE number 6193634 (Why is no real title available?)	2013-08-01	Paper
Parallel random number generators in Monte Carlo derivative pricing: an application-based test Monte Carlo Methods and Applications	2012-07-13	Paper

Research outcomes over time

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