Author Info
Name
Affiliation
Papers
CHENGFENG WENG
Department of Mathematical Sciences, Tsinghua University, Beijing 100084, China
2
Collaborators
Citations 
PageRank 
2
5
0.91
Referers 
Referees 
References 
12
10
6
Title
Citations
PageRank
Year
Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction.40.512017
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures.10.402016