Terence Nahar

Publication Activity (10 Years)

Years Active: 2014-2014
Publications (10 Years): 0

Top Topics

Maximum Likelihood

Parameter Estimation Algorithm

Monte Carlo Methods

Top Venues

Publications

Jinzhe Yang, Binghuan Lin, Wayne Luk, Terence Nahar
Particle filtering-based Maximum Likelihood Estimation for financial parameter estimation. FPL (2014)
Jinzhe Yang, Ce Guo, Wayne Luk, Terence Nahar
Collaborative processing of Least-Square Monte Carlo for American options. FPT (2014)