Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Chuan-Ju Wang
Information about the author Chuan-Ju Wang will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Optimal search for parameters in Monte Carlo simulation for derivative pricing
2016
This paper provides a novel and general framework for the problem of searching...
On the construction and complexity of the bivariate lattice with stochastic interest rate models
2011
Complex financial instruments with multiple state variables often have no analytical...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
