Chi-Yan Wong

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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
Pricing multi-asset American-style options by memory reduction Monte Carlo methods
Applied Mathematics and Computation
2006-10-31Paper
Enhanced Tilley's bundling algorithm using memory reduction Monte Carlo method
Calcolo
2006-09-28Paper


Research outcomes over time


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