Tim Xiao

Incremental Risk Charge Methodology

Tim Xiao, 2009 .

An Efficient Lattice Algorithm for the LIBOR Market Model

Tim Xiao, 2011, The Journal of Derivatives.

Locally-Contextual Nonlinear CRFs for Sequence Labeling pdf

David Barber, Harshil Shah, Tim Z. Xiao, 2021, ArXiv.