Zhengyang Lu
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Person:5139225
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 |
|---|---|---|
| An implicit scheme for American put options Journal of Scientific Computing | 2023-10-25 | Paper |
| Optimal reinsurance-investment with loss aversion under rough Heston model Quantitative Finance | 2023-06-20 | Paper |
| Least-squares Monte-Carlo methods for optimal stopping investment under CEV models Quantitative Finance | 2020-12-07 | Paper |
| AlphaMapleSAT: An MCTS-based Cube-and-Conquer SAT Solver for Hard Combinatorial Problems (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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