Yu Tian

Orcid: 0000-0003-1801-6978

Affiliations:

According to our database¹, Yu Tian authored at least 2 papers between 2012 and 2014.

Collaborative distances:

Timeline

Book

In proceedings

Article

PhD thesis

Dataset

Other

2014

Pricing window barrier options with a hybrid stochastic-local volatility model.

[BibT_eX]

[DOI]

Proceedings of the IEEE Conference on Computational Intelligence for Financial Engineering & Economics, 2014

2012

Pricing barrier and American options under the SABR model on the graphics processing unit.

[BibT_eX]

[DOI]

Concurr. Comput. Pract. Exp., 2012