Yongchao Sun

From MaRDI portal
Person:2333715

Available identifiers

zbMath Open sun.yongchaoMaRDI QIDQ2333715

List of research outcomes





PublicationDate of PublicationType
An efficient acceleration Monte Carlo simulation for pricing Asian option under variance gamma process by splitting2022-02-16Paper
https://portal.mardi4nfdi.de/entity/Q51151822020-08-12Paper
An efficient adaptive central-upwind WENO-CU6 numerical scheme with a new sensor2019-11-13Paper
A hybrid Monte Carlo acceleration method of pricing basket options based on splitting2018-06-13Paper
Variance reduction techniques for nested simulation in measuring portfolio's risk2016-10-06Paper

Research outcomes over time

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