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 SIAM Journal on Scientific Computing | 2017-05-31 | Paper |
| An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures European Journal of Operational Research | 2016-10-07 | Paper |
Research outcomes over time
This page was built for person: Chengfeng Weng
