Rongwen Wu
2001
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 1 researcher here, as inferred from the citation graph.
Whom Rongwen Wu trusts
Their strongest outbound trust, strongest first, inferred from their citations.
- James C. Spall (in Optimization & Training)
Who trusts Rongwen Wu
- Christiane Lemieux (in Finance)
Papers from Rongwen Wu's perspective
Ordered by how strongly the researchers Rongwen Wu trusts endorse each paper. Same corpus, a different order for every researcher.
- Valuing American Options by Simulation: A Simple Least-Squares Approach
- Valuing American Options in a Path Simulation Model
- Stochastic approximation algorithms and applications
- Gradient Estimation Via Perturbation Analysis
- Multivariate stochastic approximation using a simultaneous perturbation gradient approximation
- Efficient Estimations from a Slowly Convergent Robbins-Monro Process
- Stochastic Approximation
- Specification Analysis of Affine Term Structure Models
- Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
- An Introduction to Multivariate Statistical Analysis
Their papers
- Pricing American Options: A Comparison of Monte Carlo Simulation Approaches ⁄ (2001) — 155 citations