Sheng-Jhih Wu

MaRDI QIDQ491923zbMATH OpenFDO

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
Dynamic correlation multivariate stochastic volatility with latent factors Statistica Neerlandica	2023-12-14	Paper
PRICING TIMER OPTIONS: SECOND-ORDER MULTISCALE STOCHASTIC VOLATILITY ASYMPTOTICS The ANZIAM Journal	2021-10-26	Paper
Markov chains with memory, tensor formulation, and the dynamics of power iteration Applied Mathematics and Computation	2019-03-28	Paper
Solving an inverse eigenvalue problem with triple constraints on eigenvalues, singular values, and diagonal elements Inverse Problems	2017-09-12	Paper
Constructing optimal transition matrix for Markov chain Monte Carlo Linear Algebra and its Applications	2015-11-10	Paper
Variance reduction for diffusions Stochastic Processes and their Applications	2015-08-19	Paper
Limit theorems for the estimation of \(L^1\) integrals using the Brownian motion Statistics & Probability Letters	2015-06-11	Paper
Attaining the optimal Gaussian diffusion acceleration Journal of Statistical Physics	2014-08-06	Paper
Numerical methods for solving nonnegative inverse singular value problems with prescribed structure Inverse Problems	2014-06-19	Paper

Research outcomes over time

This page was built for person: Sheng-Jhih Wu