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Zhu, Zili's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
793 |
Total
Citations
2 |
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1.
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Tian, Yu Monash Uiversity Zhu, Zili CSIRO Klebaner, Fima Monash University Hamza, Kais Monash University
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04 Aug 10
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Last Revised:
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10 Apr 11
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316
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CUDA, SABR model, quasi-Monte Carlo, barrier options, American options, GPU memory usage
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2.
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Tian, Yu Monash Uiversity Zhu, Zili CSIRO Klebaner, Fima Monash University Hamza, Kais Monash University
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252
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local volatility, stochastic volatility, leverage function, calibration, exotic options pricing
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3.
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Tian, Yu Monash Uiversity Zhu, Zili CSIRO Klebaner, Fima Monash University Hamza, Kais Monash University
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225
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implied volatility, local volatility, stochastic-local volatility, leverage function
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Records 1 -
3
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