Kailin Ding
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Person:2662571
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 |
|---|---|---|
| A general framework to simulate diffusions with discontinuous coefficients and local times ACM Transactions on Modeling and Computer Simulation | 2024-11-14 | Paper |
| A Markov chain approximation scheme for option pricing under skew diffusions Quantitative Finance | 2021-06-02 | Paper |
| Markov chain approximation and measure change for time-inhomogeneous stochastic processes Applied Mathematics and Computation | 2021-04-14 | Paper |
Research outcomes over time
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