Olena Tsviliuk

According to our database, Olena Tsviliuk authored at least 2 papers in 2010.

Collaborative distances:

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

2010

Complex systems in finance: Monte Carlo evaluation of first passage time density functions.

Olena Tsviliuk, Di Zhang, Roderick V. N. Melnik

Proceedings of the International Conference on Computational Science, 2010

Evolutionary Monte Carlo Based Techniques for First Passage Time Problems in Credit Risk and Other Applications in Finance.

Olena Tsviliuk, Roderick V. N. Melnik, Di Zhang

Proceedings of the Applications of Evolutionary Computation, 2010