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Olena Tsviliuk
Publication Activity (10 Years)
Years Active: 2010-2010
Publications (10 Years): 0
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Publications
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Olena Tsviliuk
,
Roderick V. N. Melnik
,
Di Zhang
Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance.
EvoApplications (2)
(2010)
Olena Tsviliuk
,
Di Zhang
,
Roderick V. N. Melnik
Complex systems in finance: Monte Carlo evaluation of first passage time density functions.
ICCS
(1) (2010)