Chengfeng Weng

According to our database, Chengfeng Weng authored at least 2 papers between 2016 and 2017.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2017

Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction.

Chengfeng Weng, Xiaoqun Wang, Zhijian He

SIAM J. Sci. Comput., 2017

2016

An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures.

Chengfeng Weng, Xiaoqun Wang, Zhijian He

Eur. J. Oper. Res., 2016