Jan-Ming Ho

Academia Sinica, Institute of Information Science

Nankang

Taipei, 11529

Taiwan

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Scholarly Papers (1)

1.

Linear-Time Accurate Lattice Algorithms for Tail Conditional Expectation

Algorithmic Finance 2014, 3:1-2, 87-140
Number of pages: 55 Posted: 27 May 2014
University of California, Los Angeles (UCLA), National Taiwan Ocean University (NTOU), Academia Sinica, Institute of Information Science and Northwestern University - Department of Electrical Engineering and Computer Science
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Abstract: