Narrow search
Showing 1 - 3 of 3
Cover Image
On the optimal design of the randomized unbiased Monte Carlo estimators
Cui, Zhenyu; Lee, Chihoon; Zhu, Lingjiong; Zhu, Yunfan - In: Operations research letters 49 (2021) 4, pp. 477-484
Persistent link: https://www.econbiz.de/10012649016
Cover Image
Small-noise limit of the quasi-Gaussian log-normal HJM model
Pirjol, Dan; Zhu, Lingjiong - In: Operations research letters 45 (2017) 1, pp. 6-11
Persistent link: https://www.econbiz.de/10011687046
Cover Image
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion
Pirjol, Dan; Zhu, Lingjiong - In: Operations research letters 51 (2023) 3, pp. 346-352
Persistent link: https://www.econbiz.de/10014374962