Gongda Liu

According to our database¹, Gongda Liu authored at least 2 papers between 2014 and 2016.

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2016

Precision-tuning and hybrid pricer for closed-form solution-based Heston calibration.

[BibT_eX]

[DOI]

Concurr. Comput. Pract. Exp., 2016

2014

A systematic methodology for analyzing closed-form Heston pricer regarding their accuracy and runtime.

[BibT_eX]

[DOI]

Proceedings of the 7th Workshop on High Performance Computational Finance, 2014