output
20132024
most citedTop- Ranking from Pairwise Comparisons: When Spectral Ranking is Optimal

18 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

collaborating institutions
Showing 2013Show all

1 paper · 1 filter

q-fin.CP2013

Fast Estimation of True Bounds on Bermudan Option Prices under Jump-diffusion Processes

Helin Zhu, Fan Ye, Enlu Zhou

Fast pricing of American-style options has been a difficult problem since it was first introduced to financial markets in 1970s, especially when the underlying stocks' prices follo…