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Disambiguation of "Dang, Duy-Minh"

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Modeling Multi-factor Financial Derivatives by a Partial Differential Equation Approach with Efficient Implementation on Graphics Processing Units.

. University of Toronto, Canada, (2013)

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Duy Thinh Dang

Minh-Quan Dang

Minh-Quan Dang

Dang-Truong-Minh

Dang minh Ky

 

Other publications of authors with the same name

A multi-level dimension reduction Monte-Carlo method for jump-diffusion models.. J. Comput. Appl. Math., (2017)A Highly Efficient Implementation on GPU Clusters of PDE-Based Pricing Methods for Path-Dependent Foreign Exchange Interest Rate Derivatives., , and . ICCSA (5), volume 7975 of Lecture Notes in Computer Science, page 107-126. Springer, (2013)Pricing American-style Parisian down-and-out call options., and . Appl. Math. Comput., (2017)On the Distribution of Terminal Wealth under Dynamic Mean-Variance Optimal Investment Strategies., , and . SIAM J. Financial Math., 12 (2): 566-603 (2021)Better than pre-commitment mean-variance portfolio allocation strategies: A semi-self-financing Hamilton-Jacobi-Bellman equation approach., and . Eur. J. Oper. Res., 250 (3): 827-841 (2016)Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models., , and . Comput. Math. Appl., 71 (1): 443-458 (2016)Modeling Multi-factor Financial Derivatives by a Partial Differential Equation Approach with Efficient Implementation on Graphics Processing Units.. University of Toronto, Canada, (2013)Multilevel Dimension Reduction Monte-Carlo Simulation for High-dimensional Stochastic Models in Finance., , and . ICCS, volume 51 of Procedia Computer Science, page 1583-1592. Elsevier, (2015)A Dimension Reduction Shannon-Wavelet Based Method for Option Pricing., and . J. Sci. Comput., 75 (2): 733-761 (2018)A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models., and . Math. Comput. Simul., (2024)