Kais Hamza und Zili Zhu - Info zur Person

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Dynamic portfolio optimization with liquidity cost and market ...ideas.repec.org › taf › quantf

ideas.repec.org

Author. Listed: Rongju Zhang; Nicolas Langrené; Yu Tian; Zili Zhu; Fima Klebaner; Kais Hamza. Registered: Abstract. We present a simulation-and-regression ...

Calibrating and pricing with a stochastic-local volatility model -...

www.econbiz.de

Calibrating and pricing with a stochastic-local volatility model. Yu Tian, Zili Zhu, Geoffrey Lee, Fima Klebaner, and Kais Hamza. Year of publication: Other Persons: Tian, Yu (contributor) ; Zhu, Zili (contributor) ; Lee, Geoffrey (contributor) ; Klebaner, Fima C. (contributor) ; Hamza, Kais (contributor). Published in:.

[ v1] Efficient Simulation Method for Dynamic Portfolio...

arxiv.org

Authors:Rongju Zhang, Nicolas Langrené, Yu Tian, Zili Zhu, Fima Klebaner, Kais Hamza. (Submitted on 25 Oct (this version), latest version 4 Jun (v3)).

dblp: Zili Zhu

dblp.uni-trier.de

List of computer science publications by Zili Zhu

Kais Hamza - dblpdblp.org › Persons

dblp.org

Yu Tian, Zili Zhu, Fima C. Klebaner , Kais Hamza : Pricing barrier and American options under the SABR model on the graphics processing unit ...

dblp: Thomas Lo

dblp.dagstuhl.de

Yu Tian, Zili Zhu, Geoffrey Lee, Thomas Lo, Fima C. Klebaner, Kais Hamza: Pricing window barrier options with a hybrid stochastic-local volatility model. ...

Yu Tian - Google Scholar Citations

scholar.google.dk

Rongju Zhang, Nicolas Langrené, Yu Tian, Zili Zhu, Fima Klebaner, Kais Hamza. 4th Annual International Conference on Operations Research and Statistics, Using exotic option prices as control variates in Monte Carlo pricing under a local-stochastic volatility model. G Lee, Z Zhu, Y Tian. IAENG Transactions ...

Person "Hamza" (2)
Vorname "Kais" (242)
Name "Hamza" (430)

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Kais Hamza und Zili Zhu Person-Info