Chaojun Zhang

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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!

PublicationDate of PublicationType
Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance
SIAM Journal on Scientific Computing
2021-03-29Paper
Quasi-Monte Carlo-based conditional pathwise method for option Greeks
Quantitative Finance
2020-02-10Paper


Research outcomes over time


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