Jenny X. Li

Statistics

Publications

Citations

145

H-Index

Active since

2000

Affiliations

Pennsylvania State University(Current)

Jenny X. Li is an author at Pennsylvania State University specializing in computer science, parallel monte carlo algorithms, and monte carlo simulation.

Publications per year

2000–2003

Publications

Time Series Simulation with Quasi Monte Carlo Methods

Jenny X. Li, Peter Winker · Computational Economics · 2003 · 116 citations

Business, Computer Science, Physics +10

Parallel computing of a quasi-Monte Carlo algorithm for valuing derivatives

Jenny X. Li, Gary L. Mullen · Parallel Computing · 2000 · 29 citations

Computing, Computer Science, Finance +13

1–2 of 2