Jun Mei Ma

Available identifiers

zbMath Open ma.junmeiMaRDI QIDQ633821

List of research outcomes

Publication	Date of Publication	Type
https://portal.mardi4nfdi.de/entity/Q6162318	2023-06-15	Paper
https://portal.mardi4nfdi.de/entity/Q6162447	2023-06-15	Paper
Least-square-based control variate method for pricing options under general factor models	2022-02-16	Paper
An efficient exponential twisting importance sampling technique for pricing financial derivatives	2022-01-19	Paper
https://portal.mardi4nfdi.de/entity/Q4984757	2021-04-26	Paper
https://portal.mardi4nfdi.de/entity/Q4641066	2018-05-25	Paper
Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion	2014-11-28	Paper
Valuation of portfolio credit derivatives with default intensities using the Vasicek model	2011-03-30	Paper
https://portal.mardi4nfdi.de/entity/Q3072844	2011-02-05	Paper
An efficient control variate method for pricing variance derivatives	2010-10-25	Paper
Pattern search methods for finite minimax problems	2010-04-12	Paper
https://portal.mardi4nfdi.de/entity/Q3640223	2009-11-11	Paper
https://portal.mardi4nfdi.de/entity/Q3640968	2009-11-11	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Jun Mei Ma