1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.CO2013
Sets of Complex Unit Vectors with Two Angles and Distance-Regular Graphs
Junbo Huang
We study {0,α}-sets, which are sets of unit vectors of in which any two distinct vectors have angle 0 or α. We investigate some distance-regular graphs that provide…
q-fin.CP2011★ 1 cited
Optimal dual martingales, their analysis and application to new algorithms for Bermudan products
John Schoenmakers, Junbo Huang, Jianing Zhang
In this paper we introduce and study the concept of optimal and surely optimal dual martingales in the context of dual valuation of Bermudan options, and outline the development of…