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 |
|---|---|---|
| Technical Note -- Exact simulation of the first passage time of Brownian motion to a symmetric linear boundary | 2020-07-12 | Paper |
| Unbiased Sensitivity Estimation of One-Dimensional Diffusion Processes Mathematics of Operations Research | 2020-03-12 | Paper |
| Technical Note -- Exact simulation of the first passage time of Brownian motion to a symmetric linear boundary (available as arXiv preprint) | 2020-01-01 | Paper |
| Exact simulation of the Wishart multidimensional stochastic volatility model Operations Research | 2017-12-15 | Paper |
Research outcomes over time
This page was built for person: Jong Mun Lee
