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Search: person:"Liu, Zongjian"
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Liu, Zongjian
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The journal of computational finance
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Operations research : the journal of the Operations Research Society of America
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OLC EcoSci
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Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010/11
)
2
,
pp. 3-56
Persistent link: https://www.econbiz.de/10008810140
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2
Sensitivity Estimates from Characteristic Functions
Glasserman, Paul
;
Liu, Zongjian
- In:
Operations research : the journal of the Operations …
58
(
2010
)
6
,
pp. 1611-1624
Persistent link: https://www.econbiz.de/10008770904
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3
Estimating Greeks in simulating Lévy-driven models
Glasserman, Paul
;
Liu, Zongjian
- In:
The journal of computational finance
14
(
2010
)
2
,
pp. 3-57
Persistent link: https://www.econbiz.de/10008787350
Saved in:
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