Login / Signup
Lin-Yee Hin
ORCID
Publication Activity (10 Years)
Years Active: 2010-2014
Publications (10 Years): 0
Top Topics
Random Number
Monte Carlo
Random Number Generators
High Performance Computing
Top Venues
Monte Carlo Methods Appl.
</>
Publications
</>
Michael Mascagni
,
Yue Qiu
,
Lin-Yee Hin
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective.
Monte Carlo Methods Appl.
20 (2) (2014)
Michael Mascagni
,
Lin-Yee Hin
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model.
Monte Carlo Methods Appl.
19 (2) (2013)
Michael Mascagni
,
Lin-Yee Hin
Parallel random number generators in Monte Carlo derivative pricing: An application-based test.
Monte Carlo Methods Appl.
18 (2) (2012)
You-Gan Wang
,
Lin-Yee Hin
Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection.
Comput. Stat. Data Anal.
54 (12) (2010)