Ying Ni

Available identifiers

Publication	Date of Publication	Type
An improved asymptotics of implied volatility in the gatheral model	2024-03-16	Paper
Valuation and optimal strategies for American options under a Markovian regime-switching model	2024-03-16	Paper
Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives	2022-04-22	Paper
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities	2021-09-08	Paper
https://portal.mardi4nfdi.de/entity/Q5210078	2020-01-22	Paper
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities	2018-04-11	Paper
Numerical studies on asymptotics of European option under multiscale stochastic volatility	2018-02-02	Paper
Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations	2015-10-15	Paper
Isolated transit signal priority control strategy based on demand degree of green	2013-11-19	Paper
Nonlinearly perturbed renewal equations: the nonpolynomial case	2013-09-17	Paper
Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations	2009-02-28	Paper

This page was built for person: Ying Ni