The following pages link to Ying Ni (Q1694498):
Displaying 8 items.
- Numerical studies on asymptotics of European option under multiscale stochastic volatility (Q1694499) (← links)
- Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities (Q1980756) (← links)
- Nonlinearly perturbed renewal equations: The nonpolynomial case (Q2849253) (← links)
- (Q2860086) (← links)
- Exponential Asymptotical Expansions for Ruin Probability in a Classical Risk Process with Non-polynomial Perturbations (Q3193127) (← links)
- (Q3607218) (← links)
- Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities (Q4634821) (← links)
- (Q5210078) (← links)
