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Jimmy Law
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Option Pricing
Black Scholes
Evolutionary Algorithm
Top Venues
Frontiers Appl. Math. Stat.
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Publications
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Chun Kong Shek
,
Jimmy Law
,
Sergei Levendorskii
Efficient option pricing under Lévy processes, with CVA and FVA.
Frontiers Appl. Math. Stat.
1 (2015)