Shing-Gang Kou

Publication Activity (10 Years)

Years Active: 1995-1999
Publications (10 Years): 0

Publications

Mark Broadie, Paul Glasserman, Shing-Gang Kou
Connecting discrete and continuous path-dependent options. Finance Stochastics 3 (1) (1999)
Paul Glasserman, Shing-Gang Kou
Analysis of an Importance Sampling Estimator for Tandem Queues. ACM Trans. Model. Comput. Simul. 5 (1) (1995)