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!

PublicationDate of PublicationType
A general framework to simulate diffusions with discontinuous coefficients and local times
ACM Transactions on Modeling and Computer Simulation
2024-11-14Paper
A Markov chain approximation scheme for option pricing under skew diffusions
Quantitative Finance
2021-06-02Paper
Markov chain approximation and measure change for time-inhomogeneous stochastic processes
Applied Mathematics and Computation
2021-04-14Paper


Research outcomes over time


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