The following pages link to Jun Mei Ma (Q633821):
Displaying 13 items.
- Valuation of portfolio credit derivatives with default intensities using the Vasicek model (Q633823) (← links)
- (Q711232) (redirect page) (← links)
- An efficient control variate method for pricing variance derivatives (Q711233) (← links)
- (Q2380873) (redirect page) (← links)
- Pattern search methods for finite minimax problems (Q2380874) (← links)
- Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion (Q2931944) (← links)
- (Q3072844) (← links)
- (Q3640223) (← links)
- (Q3640968) (← links)
- (Q4641066) (← links)
- (Q4984757) (← links)
- An efficient exponential twisting importance sampling technique for pricing financial derivatives (Q5022767) (← links)
- Least-square-based control variate method for pricing options under general factor models (Q5031850) (← links)
