Colleen Chen

DRW Trading Group

Analyst

311 S Wacker Dr Ste 900

Research & Development

Chicago, IL 60606

United States

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SCHOLARLY PAPERS

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Scholarly Papers (1)

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Probability Tree Algorithm for General Diffusion Processes

Downloads 293 (213,671)

Citation 21

2

Probability Tree Algorithm for General Diffusion Processes

Number of pages: 12 Posted: 13 Mar 2001

Lester Ingber, Colleen Chen, Radu Paul Mondescu, David Muzzall and Marco Renedo

Physical Studies Institute LLC, DRW Trading Group, SpiderRock LLC, DRW Trading Group and Bank of America - Quantitative Research

Downloads 293 (256,204)

Citation 21

Abstract:

Probability Tree Algorithm for General Diffusion Processes

Posted: 23 Aug 2001

Lester Ingber, Colleen Chen, Radu Paul Mondescu, David Muzzall and Marco Renedo

Physical Studies Institute LLC, DRW Trading Group, SpiderRock LLC, DRW Trading Group and Bank of America - Quantitative Research

Abstract:

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