Gongda Liu

Publication Activity (10 Years)

Years Active: 2014-2016
Publications (10 Years): 1

Top Topics

Iterative Procedure

Closed Form Solutions

Camera Calibration

Top Venues

Concurr. Comput. Pract. Exp.

Publications

Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn
Precision-tuning and hybrid pricer for closed-form solution-based Heston calibration. Concurr. Comput. Pract. Exp. 28 (3) (2016)
Christian Brugger, Gongda Liu, Christian de Schryver, Norbert Wehn
A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime. WHPCF@SC (2014)