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Lin-Yee Hin

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Journal Articles

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2014
[j4]
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  - journals/mcma/MascagniQH14
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  - https://dblp.org/rec/journals/mcma/MascagniQH14
Michael Mascagni, Yue Qiu, Lin-Yee Hin:
High performance computing in quantitative finance: A review from the pseudo-random number generator perspective. Monte Carlo Methods Appl. 20(2): 101-120 (2014)
2013
[j3]
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Michael Mascagni, Lin-Yee Hin:
Parallel pseudo-random number generators: A derivative pricing perspective with the Heston stochastic volatility model. Monte Carlo Methods Appl. 19(2): 77-105 (2013)
2012
[j2]
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Michael Mascagni, Lin-Yee Hin:
Parallel random number generators in Monte Carlo derivative pricing: An application-based test. Monte Carlo Methods Appl. 18(2): 161-179 (2012)
2010
[j1]
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  - journals/csda/WangH10
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You-Gan Wang, Lin-Yee Hin:
Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection. Comput. Stat. Data Anal. 54(12): 3359-3370 (2010)

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