Imperial College London

ProfessorWayneLuk

Faculty of EngineeringDepartment of Computing

Professor of Computer Engineering
 
 
 
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Contact

 

+44 (0)20 7594 8313w.luk Website

 
 
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Location

 

434Huxley BuildingSouth Kensington Campus

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Summary

 

Publications

Citation

BibTex format

@inproceedings{Yang:2014,
author = {Yang, J and Guo, C and Luk, W and Nahar, T},
pages = {52--59},
publisher = {IEEE},
title = {Collaborative processing of Least-Square Monte Carlo for American Options},
url = {http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000380460100010&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202},
year = {2014}
}

RIS format (EndNote, RefMan)

TY  - CPAPER
AU - Yang,J
AU - Guo,C
AU - Luk,W
AU - Nahar,T
EP - 59
PB - IEEE
PY - 2014///
SP - 52
TI - Collaborative processing of Least-Square Monte Carlo for American Options
UR - http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000380460100010&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
ER -