Brownian bridge / University of New South Wales / Tsinghua University / Hong Kong Polytechnic University / /
IndustryTerm
explicit solutions / financial products / analytical solution / high-dimensional finance problems / faster and more accurate valuation tools / finance / matrix-vector product / finance problems / /
Organization
Department of Applied Mathematics / University of New South Wales / Sydney / School of Mathematics / Tsinghua University / Beijing / Department of Mathematical Sciences / Hong Kong Polytechnic University / Hong Kong / /