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Search: person:"Xue, Jungong"
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Xue, Jungong
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INFORMS journal on computing : JOC
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Path-wise Monte Carlo simulation for Greeks of worst-of-all autocallables under multi-variate Black-Scholes model
Hu, Xiaobo
;
Xue, Jungong
;
Yu, Xiandi
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1693-1716
Persistent link: https://www.econbiz.de/10013367941
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2
Algorithms for coxianization of phase-type generators
He, Qi-ming
;
Zhang, Hanqin
;
Xue, Jungong
- In:
INFORMS journal on computing : JOC
23
(
2011
)
1
,
pp. 153-164
Persistent link: https://www.econbiz.de/10008935622
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3
Algorithms for Coxianization of Phase-Type Generators
He, Qi-Ming
;
Zhang, Hanqin
;
Xue, Jungong
- In:
INFORMS journal on computing : JOC
23
(
2011
)
1
,
pp. 153-165
Persistent link: https://www.econbiz.de/10008849734
Saved in:
4
Efficient Computations for the Discrete GI-G-1 System
Sule Alfa, Attahiru
;
Xue, Jungong
- In:
INFORMS journal on computing : JOC
19
(
2007
)
3
,
pp. 480
Persistent link: https://www.econbiz.de/10007791955
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