Yanchu Liu
Publication record assembled from the DBLP archive of ranked conferences.
Papers indexed
3
Venues
1
Active years
2010–2024
Best venue rank
National
Where they publish
Papers
3 indexed papers, newest first.
| Year | Venue | Title | Authors |
|---|---|---|---|
| 2024 | WSC | A New Approach to Sensitivity Analysis Based on Dirac Delta Family Methods. | Zhenyu Cui, Kailin Ding, Yanchu Liu, Lingjiong Zhu |
| 2011 | WSC | Sensitivity estimation of SABR model via derivative of random variables. | Nan Chen, Yanchu Liu |
| 2010 | WSC | Pathwise derivative methods on single-asset American option sensitivity estimation. | Nan Chen, Yanchu Liu |