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• Linearized Alternating Direction Method of Multipliers for Constrained Linear Least-Squares Problem

  Raymond H. Chan, Min Tao & Xiaoming Yuan

  2018-02-09

  37957 4461 Pages:326-341

• Memory-Reduction Method for Pricing American-Style Options under Exponential Lévy Processes

  Raymond H. Chan & Tao Wu

  2018-03-21

  38130 4521 Pages:20-34