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Q. Sheng
Publication Activity (10 Years)
Years Active: 2008-2021
Publications (10 Years): 1
Top Topics
Black Scholes Model
Option Pricing
Stochastic Processes
Decision Analysis
Top Venues
Appl. Math. Comput.
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Publications
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Yu-Tuan Lin
,
Y.-T. Shih
,
C.-S. Chien
,
Q. Sheng
A note on stochastic polynomial chaos expansions for uncertain volatility and Asian option pricing.
Appl. Math. Comput.
393 (2021)
J. Crocker
,
Q. Sheng
Is prevention better than cure?
J. Simulation
2 (1) (2008)