F. (Fang) Fang
F. (Fang) Fang
Expertise
Publicaties
-
2024
A novel cosine tensor network for solving multivariate expectation problems
M. Brands / F. Fang / X. Shen / G.L. Mast
-
2024
Dimension-reduced fourier series expansion and its application in multi-dimensional integration
F. Fang / Z. CHENG / M. Brands / X. Shen / G.L. Mast
-
2023
Fast calculation of counterparty credit exposures and associated sensitivities using fourier series expansion
G.L. Mast / X. Shen / F. Fang
-
Nevenwerkzaamheden
-
2023-02-15 - 2025-02-15
Advisering/onderzoek en overig