Chengfeng Weng

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Person:323333

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Available identifiers

zbMath Open weng.chengfengMaRDI QIDQ323333

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 Computation of Option Prices and Greeks by Quasi--Monte Carlo Method with Smoothing and Dimension Reduction	2017-05-31	Paper
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures	2016-10-07	Paper

Research outcomes over time

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