Chuan-Ju Wang

Available identifiers

Publication	Date of Publication	Type
Efficient exponential tilting with applications	2024-04-30	Paper
On the risk prediction and analysis of soft information in finance reports	2018-05-24	Paper
Optimal search for parameters in Monte Carlo simulation for derivative pricing	2016-10-07	Paper
Evaluating corporate bonds with complicated liability structures and bond provisions	2015-02-04	Paper
On the construction and complexity of the bivariate lattice with stochastic interest rate models	2011-07-21	Paper
A Closed-Form Formula for an Option with Discrete and Continuous Barriers	2011-03-23	Paper
An efficient and accurate lattice for pricing derivatives under a jump-diffusion process	2010-12-20	Paper

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