The following pages link to Chuan-Hsiang Han (Q622176):
Displayed 14 items.
- A smooth estimator for MC/QMC methods in finance (Q622177) (← links)
- Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
- McMC estimation of multiscale stochastic volatility models with applications (Q2229879) (← links)
- Efficient Importance Sampling Estimation for Joint Default Probability:The First Passage Time Problem (Q2909991) (← links)
- (Q3160502) (← links)
- Asymmetric Variance Reduction for Pricing American Options (Q3631186) (← links)
- (Q3656123) (← links)
- Variance reduction for Monte Carlo methods to evaluate option prices under multi-factor stochastic volatility models (Q4610269) (← links)
- Pricing Asian options with stochastic volatility (Q4647281) (← links)
- Continuation methods for solving modified discrete-time algebraic Riccati equations (Q4841500) (← links)
- VaR/CVaR ESTIMATION UNDER STOCHASTIC VOLATILITY MODELS (Q4979882) (← links)
- GPU Acceleration for Computational Finance (Q5139447) (← links)
- Importance Sampling Estimation of Joint Default Probability under Structural-Form Models with Stochastic Correlation (Q5326120) (← links)
- A martingale control variate method for option pricing with stochastic volatility (Q5429590) (← links)