K. W. Chau

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
Rule-based strategies for dynamic life cycle investment European Actuarial Journal	2022-07-27	Paper
Stochastic grid bundling method for backward stochastic differential equations International Journal of Computer Mathematics	2022-02-16	Paper
Rabin's calibration theorem revisited Economics Letters	2022-01-21	Paper
An SGBM-XVA demonstrator: a scalable Python tool for pricing XVA Journal of Mathematics in Industry	2021-09-09	Paper
Monte-Carlo methods for the pricing of American options: a semilinear BSDE point of view ESAIM: Proceedings and Surveys	2019-07-11	Paper
Exploration of a Cosine Expansion Lattice Scheme	2019-07-05	Paper
On the wavelet-based SWIFT method for backward stochastic differential equations IMA Journal of Numerical Analysis	2018-11-23	Paper
Fourier-cosine method for Gerber-Shiu functions Insurance Mathematics & Economics	2015-05-26	Paper
Fourier-cosine method for ruin probabilities Journal of Computational and Applied Mathematics	2015-02-11	Paper
scientific article; zbMATH DE number 5572583 (Why is no real title available?)	2009-06-30	Paper
Parallel resource co-allocation for the computational grid Computer Languages, Systems & Structures	2006-10-27	Paper
A three-dimensional eutrophication modeling in Tolo Harbour Applied Mathematical Modelling	2005-05-12	Paper
scientific article; zbMATH DE number 2089817 (Why is no real title available?)	2004-08-12	Paper
scientific article; zbMATH DE number 2089844 (Why is no real title available?)	2004-08-12	Paper
scientific article; zbMATH DE number 1954187 (Why is no real title available?)	2003-07-28	Paper
scientific article; zbMATH DE number 1948965 (Why is no real title available?)	2003-07-14	Paper
Three-person multi-objective conflict decision in reservoir flood control European Journal of Operational Research	2002-11-17	Paper

Research outcomes over time

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