The following pages link to Zhen-Yu Cui (Q1655916):
Displayed 36 items.
- Item:Q1655916 (redirect page) (← links)
- Comment on ``Modeling non-monotone risk aversion using SAHARA utility functions'' (Q406431) (← links)
- Comment on ``Option pricing under the Merton model of the short rate'' by Kung and Lee (Q609069) (← links)
- Stochastic areas of diffusions and applications (Q905937) (← links)
- Valuation of American strangles through an optimized lower-upper bound approach (Q1655917) (← links)
- Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
- Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes (Q1754191) (← links)
- Correction note for ``The large-maturity smile for the Heston model'' (Q1936834) (← links)
- Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates (Q2040431) (← links)
- Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: option pricing and greeks (Q2059661) (← links)
- On the optimal design of the randomized unbiased Monte Carlo estimators (Q2060580) (← links)
- Optimal unbiased estimation for expected cumulative discounted cost (Q2184152) (← links)
- Non-convex isotonic regression via the Myersonian approach (Q2244532) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Closed-form variance swap prices under general affine GARCH models and their continuous-time limits (Q2288922) (← links)
- Revisiting advance disclosure of insider trading (Q2315407) (← links)
- Systemic risk and optimal fee for central clearing counterparty under partial netting (Q2417156) (← links)
- A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions (Q2453911) (← links)
- Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient (Q2670503) (← links)
- ON THE MARTINGALE PROPERTY IN STOCHASTIC VOLATILITY MODELS BASED ON TIME-HOMOGENEOUS DIFFUSIONS (Q2968278) (← links)
- Prices and Asymptotics for Discrete Variance Swaps (Q4585896) (← links)
- NEARLY EXACT OPTION PRICE SIMULATION USING CHARACTERISTIC FUNCTIONS (Q4902542) (← links)
- A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088) (← links)
- LAPLACE BOUNDS APPROXIMATION FOR AMERICAN OPTIONS (Q5051184) (← links)
- SINH-ACCELERATION FOR B-SPLINE PROJECTION WITH OPTION PRICING APPLICATIONS (Q5061497) (← links)
- A new representation of the risk-neutral distribution and its applications (Q5079373) (← links)
- Variance swaps valuation under non-affine GARCH models and their diffusion limits (Q5234288) (← links)
- Impact of Flexible Periodic Premiums on Variable Annuity Guarantees (Q5379207) (← links)
- Variable Annuities with VIX-Linked Fee Structure under a Heston-Type Stochastic Volatility Model (Q5379238) (← links)
- Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation (Q6053120) (← links)
- Optimal investment problem under behavioral setting: a Lagrange duality perspective (Q6087275) (← links)
- Explicit solution to the economic index of riskiness (Q6140012) (← links)
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times (Q6163057) (← links)
- Stochastic areas of diffusions and applications in risk theory (Q6246918) (← links)
- Omega risk model with tax (Q6250254) (← links)
- A unified fused Lasso approach for sparse and blocky feature selection in regression and classification (Q6459889) (← links)