Sheng-Jhih Wu

Available identifiers

zbMath Open wu.sheng-jhihMaRDI QIDQ491923

List of research outcomes

Publication	Date of Publication	Type
Dynamic correlation multivariate stochastic volatility with latent factors	2023-12-14	Paper
PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS	2021-10-26	Paper
Markov chains with memory, tensor formulation, and the dynamics of power iteration	2019-03-28	Paper
Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements	2017-09-12	Paper
Constructing optimal transition matrix for Markov chain Monte Carlo	2015-11-10	Paper
Variance reduction for diffusions	2015-08-19	Paper
Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion	2015-06-11	Paper
Attaining the optimal Gaussian diffusion acceleration	2014-08-06	Paper
Numerical methods for solving nonnegative inverse singular value problems with prescribed structure	2014-06-19	Paper

Research outcomes over time

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