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~person:"Chao Yang"
~person:"Li, Guoyuan"
~person:"Recker, Will"
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Theorie
8
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8
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6
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3
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Chao Yang
Li, Guoyuan
Recker, Will
Yang, Chao
85
Chen, Anthony
69
Wong, S.C.
39
Xu, Xiangdong
18
Joshi, Mark S.
17
Lam, William H.K.
11
Ryu, Seungkyu
11
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10
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8
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8
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7
Li, Zhi-Chun
7
Sun, Zesheng
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Joshi, Mark
6
Lo, Hong K.
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5
Feng, Shuaizhang
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Lee, Lung-fei
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Transportation Research Part A: Policy and Practice
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Transportation research / E : an international journal
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European journal of operational research : EJOR
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ECONIS (ZBW)
12
RePEc
5
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1
Trinomial or binomial : accelerating American put option price on trees
Chan, Juin Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
-
2008
Persistent link: https://www.econbiz.de/10003797820
Saved in:
2
Trinomial or binomial : accelerating American put option price on trees
Chan, Jiun Hong
;
Joshi, Mark S.
;
Tang, Robert
;
Chao Yang
- In:
The journal of futures markets
29
(
2009
)
9
,
pp. 826-839
Persistent link: https://www.econbiz.de/10003900848
Saved in:
3
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
- In:
International journal of theoretical and applied finance
13
(
2010
)
6
,
pp. 839-865
Persistent link: https://www.econbiz.de/10008905112
Saved in:
4
Fast Gamma computations for CDO tranches
Joshi, Mark S.
;
Chao Yang
-
2010
Persistent link: https://www.econbiz.de/10008806581
Saved in:
5
Fast and accurate pricing and hedging of long-dated CMS spread options
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924254
Saved in:
6
Efficient Greek estimation in generic market models
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924270
Saved in:
7
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
8
Fast delta computations in the swap-rate market model
Joshi, Mark S.
;
Chao Yang
- In:
Journal of economic dynamics & control
35
(
2011
)
5
,
pp. 764-775
Persistent link: https://www.econbiz.de/10009240554
Saved in:
9
Fourier transforms, option pricing and controls
Joshi, Mark S.
;
Chao Yang
-
2011
Persistent link: https://www.econbiz.de/10009419875
Saved in:
10
Frequency-based path flow estimator for transit origin-destination trip matrices incorporating automatic passenger count and automatic fare collection data
Li, Guoyuan
;
Chen, Anthony
- In:
Transportation research / E : an international journal
163
(
2022
),
pp. 1-23
Persistent link: https://www.econbiz.de/10013276010
Saved in:
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