Shaolong Tong

Publication Activity (10 Years)

Years Active: 2016-2016
Publications (10 Years): 1

Top Topics

Markov Chain Monte Carlo

Payoff Functions

Importance Sampling

Particle Filtering

Top Venues

INFORMS J. Comput.

Publications

Shaolong Tong, Guangwu Liu
Importance Sampling for Option Greeks with Discontinuous Payoffs. INFORMS J. Comput. 28 (2) (2016)