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p838 (p838) 于 (Tue Mar 4 15:09:18 2008) 提到:
There are 3 chinese quants mentioned by Paul wilmott in Quantative Finance
Timeline.
who know them?
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bachelier (bachelier) 于 (Tue Mar 4 15:33:52 2008) 提到:
David Li: Copula model
Thomas Ho and Sang-Bin Lee: Ho-Lee model in interest rate
I never met them in person but I remember Sang-Bin Lee is not a Chinese (
Korean maybe).
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