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Zongjian Liu, Ph.D. - Publications

Affiliations: 
2008 Columbia University, New York, NY 
Area:
Operations Research
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2 high-probability publications. We are testing a new system for linking publications to authors. You can help! If you notice any inaccuracies, please sign in and mark papers as correct or incorrect matches. If you identify any major omissions or other inaccuracies in the publication list, please let us know.

Year Citation  Score
2010 Glasserman P, Liu Z. Estimating Greeks in simulating Lévy-driven models Journal of Computational Finance. 14: 3-56. DOI: 10.21314/Jcf.2010.210  0.488
2010 Glasserman P, Liu Z. Sensitivity estimates from characteristic functions Operations Research. 58: 1611-1623. DOI: 10.1287/Opre.1100.0837  0.49
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