J. Zhuo

Finance · with Bender · 2013

A researcher in the Science corpus: 1 paper; trusts 12 researchers and is trusted by 6 researchers here, as inferred from the citation graph.

Subfields

Whom J. Zhuo trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. L. Rogers
  2. Leif Andersen
  3. Martin B. Haugh

Who trusts J. Zhuo overall

  1. W. E
  2. Arnulf Jentzen
  3. Jiequn Han

Papers from J. Zhuo's perspective

Ordered by how strongly the researchers J. Zhuo trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A numerical scheme for BSDEs
  2. Primal-Dual Simulation Algorithm for Pricing Multidimensional American Options (Management Sciences)
  3. Monte Carlo valuation of American options
  4. Rate of convergence of an empirical regression method for solving generalized backward stochastic differential equations
  5. Pricing American Options: A Duality Approach (Operational Research)
  6. Optimal Order of Convergence and (In)Tractability of Multivariate Approximation of Smooth Functions
  7. Malliavin Calculus for Lévy Processes with Applications to Finance
  8. TRUE UPPER BOUNDS FOR BERMUDAN PRODUCTS VIA NON‐NESTED MONTE CARLO
  9. Discrete-time approximation for continuously and discretely reflected BSDEs
  10. Valuing American Options by Simulation: A Simple Least-Squares Approach

Their papers