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 |
|---|---|---|
| Linear-time accurate lattice algorithms for tail conditional expectation Algorithmic Finance | 2014-07-04 | Paper |
| Efficient pricing of discrete Asian options Applied Mathematics and Computation | 2011-07-22 | Paper |
| Fast accurate algorithms for tail conditional expectation AIP Conference Proceedings | 2010-01-22 | Paper |
| A convergent quadratic-time lattice algorithm for pricing European-style Asian options Applied Mathematics and Computation | 2007-09-19 | Paper |
| scientific article; zbMATH DE number 2088114 (Why is no real title available?) | 2004-08-12 | Paper |
Research outcomes over time
This page was built for person: William Wei-Yuan Hsu
