Speeding Up Two-Level Simulation for Tail Conditional Expectations by Means of Prefix Sum Based Algorithms

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/37641

Title:	Speeding Up Two-Level Simulation for Tail Conditional Expectations by Means of Prefix Sum Based Algorithms
Authors:	Tsai, Yi-Cheng Peng, Hsin-Tsung Ho, Jan-Ming Chen, Bryant Kao, Ming-Yang
Issue Date:	2009-06-01
Conference:	in Proceedings Int. Conference on Financial Engineering, World Congress on Engineering (Imperial College, London, U.K.)
URI:	http://ir.sinica.edu.tw/handle/201000000A/37641
Appears in Collections:	資訊科學研究所

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