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Work by Zhou, Lin, Marcus and Fu wins 'Best Theoretical Paper' award

The paper "A Numerical Method for Financial Decision Problems under Stochastic Volatility," by Enlu Zhou, Kun Lin, Professor Michael Fu (BGMT/ISR), and Professor Steve Marcus (ECE/ISR), has won the Best Theoretical Paper Award at the 2009 Winter Simulation Conference (WSC), December 13-16, in Austin, Texas. WSC is the premier international forum for disseminating recent advances in the field of system simulation.

Zhou earned an ECE Ph.D. in 2009, and was co-advised by Steve Marcus and Michael Fu. She is now an Assistant Professor at the University of Illinois Urbana-Champaign. Kun Lin is a current ECE/ISR Ph.D. student, also co-advised by Marcus and Fu.

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December 18, 2009


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