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Jaehyuk Choi
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Bayesian Networks
Simulation Models
Mathematical Models
Poisson Process
Top Venues
Eur. J. Oper. Res.
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Publications
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Jaehyuk Choi
,
Yue Kuen Kwok
Simulation schemes for the Heston model with Poisson conditioning.
Eur. J. Oper. Res.
314 (1) (2024)