Homing Chen

From MaRDI portal
Person:647269

Available identifiers

zbMath Open chen.homingMaRDI QIDQ647269

List of research outcomes





PublicationDate of PublicationType
A deterministic approach for solving the Hull and White interest rate model2011-12-01Paper
A relaxed cutting plane algorithm for solving the Vasicek-type forward interest rate model2010-01-25Paper
On the resolution of the Vasicek-type interest rate model2009-11-19Paper
A relaxed cutting plane algorithm for solving the Vasicek-type interest rate model2009-06-11Paper

Research outcomes over time

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