Yu-Ming Lu

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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
Linear convergence of the default probability and the implied barrier by trees
Journal of Computational and Applied Mathematics
2025-10-29Paper
Very fast algorithms for implied barriers and moving-barrier options pricing
Mathematics and Computers in Simulation
2022-12-07Paper
A hybrid multipopulation cellular genetic algorithm and its performance2015-06-29Paper


Research outcomes over time


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