Chaojun Zhang
From MaRDI portal
Person:5215437
Available identifiers
zbMath Open zhang.chaojunMaRDI QIDQ5215437
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 Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance | 2021-03-29 | Paper |
| Quasi-Monte Carlo-based conditional pathwise method for option Greeks | 2020-02-10 | Paper |
Research outcomes over time
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