Yingda Song
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Person:2083994
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Risk-free rate caplets pricing by CTMC approximation Quantitative Finance | 2025-02-10 | Paper |
| A general approximation method for optimal stopping and random delay Mathematical Finance | 2024-01-18 | Paper |
| Irreversible investment with random delay and partial prepayment Operations Research Letters | 2022-10-17 | Paper |
| Computable Error Bounds of Laplace Inversion for Pricing Asian Options INFORMS Journal on Computing | 2020-12-03 | Paper |
| Exact simulation of the SABR model Operations Research | 2017-09-26 | Paper |
| A general framework for pricing Asian options under Markov processes Operations Research | 2015-11-06 | Paper |
Research outcomes over time
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