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Justin Wan
Publication Activity (10 Years)
Years Active: 2023-2023
Publications (10 Years): 2
Top Topics
Convertible Bonds
Recurrent Networks
High Dimensional
Sparse Data
Top Venues
CoRR
Comput. Math. Appl.
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Publications
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Andrew Na
,
Justin Wan
Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks.
CoRR
(2023)
Connor Tannahill
,
Justin Wan
MM-ADMM: Implicit integration of MMPDEs in parallel.
Comput. Math. Appl.
141 (2023)