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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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