Lin-Yee Hin

According to our database, Lin-Yee Hin authored at least 4 papers between 2010 and 2014.

Collaborative distances:

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

2014

High performance computing in quantitative finance: A review from the pseudo-random number generator perspective.

Michael Mascagni, Yue Qiu, Lin-Yee Hin

Monte Carlo Methods Appl., 2014

2013

Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model.

Michael Mascagni, Lin-Yee Hin

Monte Carlo Methods Appl., 2013

2012

Parallel random number generators in Monte Carlo derivative pricing: An application-based test.

Michael Mascagni, Lin-Yee Hin

Monte Carlo Methods Appl., 2012

2010

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection.

You-Gan Wang, Lin-Yee Hin

Comput. Stat. Data Anal., 2010