Zhu-liang 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 BLAS based C library for exact linear algebra on integer matrices
Proceedings of the 2005 international symposium on Symbolic and algebraic computation
2015-07-16Paper
A new relative efficiency in parameter estimation for linear model
Journal of Chongqing University. English Edition
2012-07-02Paper
Implications of a regime-switching model on natural gas storage valuation and optimal operation
Quantitative Finance
2010-03-12Paper
A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation
SIAM Journal on Scientific Computing
2009-03-10Paper
A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)
Numerische Mathematik
2008-08-20Paper


Research outcomes over time


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