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Wai Man Tse
Information about the author Wai Man Tse will soon be added to the site.
Found
2 papers
in total
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A hyperspherical transformation forecasting model for compositional data
2007
Although Aitchison's method of logratio transformation of compositional data is widely...
Pricing discrete barrier and hindsight options with the tridiagonal probability algorithm
2001
This paper develops an algorithm to calculate the Brownian multivariate normal...
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