Kuo-Wei Wen

According to our database1, Kuo-Wei Wen authored at least 4 papers between 2001 and 2014.

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Timeline

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Bibliography

2014
Performance of GPU for Pricing Financial Derivatives: Convertible Bonds.
J. Inf. Sci. Eng., 2014

The hexanomial lattice for pricing multi-asset options.
Appl. Math. Comput., 2014

2012
The Complexity of GARCH Option Pricing Models.
J. Inf. Sci. Eng., 2012

2001
Block Reordering Wavelet Packet SPIHT Image Coding.
Proceedings of the Advances in Multimedia Information Processing, 2001


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