Homing Chen

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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
A deterministic approach for solving the Hull and White interest rate model
Taiwanese Journal of Mathematics
2011-12-01Paper
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model
European Journal of Operational Research
2010-01-25Paper
On the resolution of the Vasicek-type interest rate model
Optimization
2009-11-19Paper
A relaxed cutting plane algorithm for solving the Vasicek-type interest rate model2009-06-11Paper


Research outcomes over time


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