default search action
Google
Google Scholar
Semantic Scholar
Internet Archive Scholar
CiteSeerX
ORCIDKen Seng Tan
Person information
Refine list
refinements active!
zoomed in on ?? of ?? records
view refined list in
export refined list as
Journal Articles
- 2025
[j13]Junichi Imai
, Ken Seng Tan:
Dimension reduction for Quasi-Monte Carlo methods via quadratic regression. Math. Comput. Simul. 227: 371-390 (2025)- 2024
- [j12]Hengxin Cui, Ken Seng Tan, Fan Yang:
Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation. Ann. Oper. Res. 332(1): 55-84 (2024) - 2022
- [j11]Ken Seng Tan, Chengguo Weng, Jinggong Zhang:
Optimal dynamic longevity hedge with basis risk. Eur. J. Oper. Res. 297(1): 325-337 (2022) - 2021
- [j10]Ken Seng Tan, Wei Wei, Xun Yu Zhou:
Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency. SIAM J. Control. Optim. 59(6): 4136-4154 (2021) - 2020
- [j9]Ken Seng Tan, Pengyu Wei, Wei Wei, Sheng Chao Zhuang:
Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. Eur. J. Oper. Res. 282(1): 345-362 (2020) - 2016
- [j8]Jianfa Cong, Ken Seng Tan:
Optimal VaR-based risk management with reinsurance. Ann. Oper. Res. 237(1-2): 177-202 (2016) - 2014
- [j7]Junichi Imai, Ken Seng Tan:
Pricing Derivative Securities Using Integrated Quasi-Monte Carlo Methods with Dimension Reduction and Discontinuity Realignment. SIAM J. Sci. Comput. 36(5) (2014) - 2013
- [j6]Xiaoqun Wang, Ken Seng Tan:
Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. Manag. Sci. 59(2): 376-389 (2013) - 2012
- [j5]Xiaoqun Wang, Ken Seng Tan:
How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? J. Complex. 28(2): 250-277 (2012) - 2009
- [j4]Junichi Imai, Ken Seng Tan:
An Accelerating Quasi-Monte Carlo Method for Option Pricing Under the Generalized Hyperbolic L[e-acute]vy Process. SIAM J. Sci. Comput. 31(3): 2282-2302 (2009) - 2008
- [j3]Yunhui Xu, Zhongfei Li, Ken Seng Tan:
Optimal Investment with Noise Trading Risk. J. Syst. Sci. Complex. 21(4): 519-526 (2008) - 2006
- [j2]Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan:
A parallel quasi-Monte Carlo approach to pricing multidimensional American options. Int. J. High Perform. Comput. Netw. 4(5/6): 321-330 (2006) - 2003
- [j1]Phelim P. Boyle, Adam W. Kolkiewicz, Ken Seng Tan:
An improved simulation method for pricing high-dimensional American derivatives. Math. Comput. Simul. 62(3-6): 315-322 (2003)
Conference and Workshop Papers
- 2004
- [c2]Justin W. L. Wan, Kevin Lai, Adam W. Kolkiewicz, Ken Seng Tan:
A Parallel Quasi-Monte Carlo Approach to Pricing American Options. HPCS 2004: 27-35 - 2002
- [c1]Junichi Imai, Ken Seng Tan:
Derivatives and credit risk: enhanced quasi-monte carlo methods with dimension reduction. WSC 2002: 1502-1510
Coauthor Index
manage site settings
To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.
Unpaywalled article links
Add open access links from 
to the list of external document links (if available).
Privacy notice: By enabling the option above, your browser will contact the API of unpaywall.org to load hyperlinks to open access articles. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Unpaywall privacy policy.
Archived links via Wayback Machine
For web page which are no longer available, try to retrieve content from the 
of the Internet Archive (if available).
Privacy notice: By enabling the option above, your browser will contact the API of archive.org to check for archived content of web pages that are no longer available. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Internet Archive privacy policy.
Reference lists
Add a list of references from 
, 
, and 
to record detail pages.
load references from crossref.org and opencitations.net
Privacy notice: By enabling the option above, your browser will contact the APIs of crossref.org, opencitations.net, and semanticscholar.org to load article reference information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the Crossref privacy policy and the OpenCitations privacy policy, as well as the AI2 Privacy Policy covering Semantic Scholar.
Citation data
Add a list of citing articles from and to record detail pages.
load citations from opencitations.net
Privacy notice: By enabling the option above, your browser will contact the API of opencitations.net and semanticscholar.org to load citation information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the OpenCitations privacy policy as well as the AI2 Privacy Policy covering Semantic Scholar.
OpenAlex data
Load additional information about publications from 
.
Privacy notice: By enabling the option above, your browser will contact the API of openalex.org to load additional information. Although we do not have any reason to believe that your call will be tracked, we do not have any control over how the remote server uses your data. So please proceed with care and consider checking the information given by OpenAlex.
last updated on 2024-09-22 00:34 CEST by the dblp team
all metadata released as open data under CC0 1.0 license
see also: Terms of Use | Privacy Policy | Imprint
dblp was originally created in 1993 at:
since 2018, dblp has been operated and maintained by:
the dblp computer science bibliography is funded and supported by:
