Changyong Zhang

Available identifiers

Publication	Date of Publication	Type
An enhanced Benders decomposition method for unique shortest path routing	2024-10-07	Paper
Convergence of weak Euler approximation for nondegenerate stochastic differential equations driven by point and martingale measures	2024-04-02	Paper
A strengthened solution to option manipulation	2023-03-21	Paper
Weak Euler Scheme for Lévy-Driven Stochastic Differential Equations	2018-10-25	Paper
Multi-class dynamic inventory rationing with stochastic demands and backordering	2016-10-06	Paper
Weak Euler Approximation for Itô Diffusion and Jump Processes	2015-06-22	Paper
MARKET MAKING AND PORTFOLIO LIQUIDATION UNDER UNCERTAINTY	2014-09-25	Paper
On the rate of convergence of weak Euler approximation for nondegenerate SDEs driven by Lévy processes	2011-07-22	Paper
On the rate of convergence of weak Euler approximation for non-degenerate SDEs	2010-09-23	Paper
Computational Science – ICCS 2005	2005-11-30	Paper

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