Jiangtao Pan | DeepAI

DeepAI

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Featured Co-authors

Chao Zheng
10 publications
Qun Wang
7 publications

research

∙ 04/16/2023

Optimal distributions for randomized unbiased estimators with an infinite horizon and an adaptive algorithm

The randomized unbiased estimators of Rhee and Glynn (Operations Researc...

0 Chao Zheng, et al. ∙

research

∙ 01/28/2023

Unbiased estimators for the Heston model with stochastic interest rates

We combine the unbiased estimators in Rhee and Glynn (Operations Researc...

0 Chao Zheng, et al. ∙