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Zhuliang Chen
Publication Activity (10 Years)
Years Active: 2005-2008
Publications (10 Years): 0
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Publications
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Zhuliang Chen
,
Peter A. Forsyth
A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB).
Numerische Mathematik
109 (4) (2008)
Zhuliang Chen
,
Peter A. Forsyth
A Semi-Lagrangian Approach for Natural Gas Storage Valuation and Optimal Operation.
SIAM J. Sci. Comput.
30 (1) (2007)
Zhuliang Chen
,
Arne Storjohann
A BLAS based C library for exact linear algebra on integer matrices.
ISSAC
(2005)