Projects per year
Data61 CRP #45 - Developing advanced Monte-Carlo simulation methods and utilising the partial proxy approach to create stable and accurate first and second order derivatives of financial options
Zhu, D., Zhu, Z., Langrene, N., Dong, W. & Knight, K.
1/01/20 → 31/12/22
Jacobi, L., Zhu, D. & Joshi, M. S.
1/01/18 → 31/12/20