Lin-Yee Hin

According to our database1, Lin-Yee Hin authored at least 4 papers between 2010 and 2014.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

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Bibliography

2014
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective.
Monte Carlo Methods Appl., 2014

2013
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model.
Monte Carlo Methods Appl., 2013

2012
Parallel random number generators in Monte Carlo derivative pricing: An application-based test.
Monte Carlo Methods Appl., 2012

2010
Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection.
Comput. Stat. Data Anal., 2010


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