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 |
|---|---|---|
| Efficient exponential tilting with applications Statistics and Computing | 2024-04-30 | Paper |
| On the risk prediction and analysis of soft information in finance reports European Journal of Operational Research | 2018-05-24 | Paper |
| Optimal search for parameters in Monte Carlo simulation for derivative pricing European Journal of Operational Research | 2016-10-07 | Paper |
| Evaluating corporate bonds with complicated liability structures and bond provisions European Journal of Operational Research | 2015-02-04 | Paper |
| On the construction and complexity of the bivariate lattice with stochastic interest rate models Computers & Mathematics with Applications | 2011-07-21 | Paper |
| A closed-form formula for an option with discrete and continuous barriers Communications in Statistics: Theory and Methods | 2011-03-23 | Paper |
| An efficient and accurate lattice for pricing derivatives under a jump-diffusion process Applied Mathematics and Computation | 2010-12-20 | Paper |
Research outcomes over time
This page was built for person: Chuan-Ju Wang
