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Junmei Ma
Publication Activity (10 Years)
Years Active: 2009-2019
Publications (10 Years): 1
Top Topics
Bayesian Framework
Least Squares
Monte Carlo Methods
Computational Cost
Top Venues
Int. J. Comput. Math.
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Publications
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Chenglong Xu
,
Junmei Ma
,
Yiming Tian
Least-square-based control variate method for pricing options under general factor models.
Int. J. Comput. Math.
96 (6) (2019)
Junmei Ma
,
Chenglong Xu
Monte Carlo acceleration method for pricing variance derivatives under stochastic volatility models with jump diffusion.
Int. J. Comput. Math.
91 (9) (2014)
Junmei Ma
,
Chenglong Xu
An efficient control variate method for pricing variance derivatives.
J. Comput. Appl. Math.
235 (1) (2010)
Junmei Ma
,
Chenglong Xu
Modeling of Variance Swap and Improved Control Variate for Monte Carlo Method.
BIFE
(2009)