All Stories

  1. Faster Convergence to the Estimation of Quadratic Variation with Microstructure Noise

    Article • Communication in Statistics- Theory and Methods, April 2015, Taylor & Francis

    Mrs Yun-Cheng Tsai

  2. Parallelization and characterization of GARCH option pricing on GPUs

    Article • December 2010, Institute of Electrical & Electronics Engineers (IEEE)

    Mrs Yun-Cheng Tsai