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Allen X. Zhang

Affiliations:
  • Freddie Mac, McLean, VA, USA


According to our database1, Allen X. Zhang authored at least 1 paper in 2006.

Collaborative distances:
  • no known Dijkstra number2.
  • no known Erdős number3.

Timeline

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Links

On csauthors.net:

Bibliography

2006
Reclaiming Quasi - Monte Carlo Efficiency in Portfolio Value-at-Risk Simulation Through Fourier Transform.
[BibTeX]
[DOI]
Xing Jin
,
Allen X. Zhang
Manag. Sci., 2006


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