Linjia Wu
Ph.D. Student in Management Science and Engineering, admitted Autumn 2018
All Publications
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Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities
OPERATIONS RESEARCH
2022
View details for DOI 10.1287/opre.2021.2186
View details for Web of Science ID 000746377200001
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Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
2019; 275 (2): 768–79
View details for DOI 10.1016/j.ejor.2018.11.057
View details for Web of Science ID 000458221000027