Yongzeng Lai

Available identifiers

zbMath Open lai.yongzengMaRDI QIDQ273344

List of research outcomes

Publication	Date of Publication	Type
Efficient multiple control variate method with applications to exotic option pricing	2022-05-27	Paper
Chaos in integer order and fractional order financial systems and their synchronization	2020-09-29	Paper
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility	2020-01-31	Paper
The bifurcation of limit cycles of two classes of cubic systems with homogeneous nonlinearities	2019-10-18	Paper
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models	2019-06-18	Paper
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model	2018-06-13	Paper
Stability strategies of manufacturing-inventory systems with unknown time-varying demand	2017-10-20	Paper
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS	2017-10-17	Paper
Mean-CVaR portfolio selection: a nonparametric estimation framework	2016-11-14	Paper
Derivatives of functions of eigenvalues and eigenvectors for symmetric matrices	2016-07-29	Paper
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods	2016-04-21	Paper
Characterization of efficient frontier for mean-variance model with a drawdown constraint	2016-01-18	Paper
Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate	2015-07-31	Paper
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps	2015-06-25	Paper
Continuous-time mean-variance asset-liability management with endogenous liabilities	2014-07-16	Paper
Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework	2014-06-23	Paper
https://portal.mardi4nfdi.de/entity/Q5409416	2014-04-14	Paper
Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model	2014-04-10	Paper
Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps	2014-04-04	Paper
https://portal.mardi4nfdi.de/entity/Q4923807	2013-05-27	Paper
Existence of subharmonic periodic solutions to a class of second-order non-autonomous neutral functional differential equations	2012-05-14	Paper
The existence of mild solutions for impulsive fractional partial differential equations	2011-03-09	Paper
A smooth estimator for MC/QMC methods in finance	2011-01-31	Paper
Generating inverse Gaussian random variates by approximation	2010-04-01	Paper
https://portal.mardi4nfdi.de/entity/Q3656123	2010-01-13	Paper
Adaptive Monte Carlo methods for matrix equations with applications	2009-08-05	Paper
Intermediate rank lattice rules and applications to finance	2008-12-16	Paper
Pricing Options Using Lattice Rules	2008-08-12	Paper
https://portal.mardi4nfdi.de/entity/Q4934379	2000-01-17	Paper
https://portal.mardi4nfdi.de/entity/Q4934380	2000-01-17	Paper

Research outcomes over time

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