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On the optimum capacity of cap...
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Yang, Chao
85
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45
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17
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9
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9
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ECONIS (ZBW)
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11
Singular perturbation techniques applied to multiasset option pricing
Duck, Peter W.
;
Yang, Chao
;
Newton, David P.
;
Widdicks, …
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 457-486
Persistent link: https://www.econbiz.de/10003882793
Saved in:
12
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:
13
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:
14
Learn from the neighbor : parallel-chain and regional adaptive MCMC
Craiu, Radu V.
;
Rosenthal, Jeffrey S.
;
Yang, Chao
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1454-1466
Persistent link: https://www.econbiz.de/10003992995
Saved in:
15
Fast Gamma computations for CDO tranches
Joshi, Mark S.
;
Chao Yang
-
2010
Persistent link: https://www.econbiz.de/10008806581
Saved in:
16
Career concern and tax preparer fraud
Yang, Chao
;
Wu, Liansheng
;
Bo, Xianhui
- In:
Annals of economics and finance
11
(
2010
)
2
,
pp. 355-379
Persistent link: https://www.econbiz.de/10008840324
Saved in:
17
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:
18
Efficient Greek estimation in generic market models
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924270
Saved in:
19
Fast delta computations in the swap market model
Joshi, Mark S.
;
Chao Yang
-
2009
Persistent link: https://www.econbiz.de/10003924295
Saved in:
20
Sensitivity analysis of the combined travel demand model with applications
Yang, Chao
;
Chen, Anthony
- In:
European journal of operational research : EJOR
198
(
2009
)
3
,
pp. 909-921
Persistent link: https://www.econbiz.de/10003857959
Saved in:
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