Yayong Tang

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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!

PublicationDate of PublicationType
Effect of different basis functions on the LSM pricing of American option2021-09-29Paper
Linearly preconditioned nonlinear conjugate gradient acceleration of the PX-EM algorithm
Computational Statistics and Data Analysis
2021-05-06Paper
A fast pricing algorithm for the arithmetic average half-Asian option2021-04-26Paper
scientific article; zbMATH DE number 6719471 (Why is no real title available?)2017-05-17Paper
scientific article; zbMATH DE number 6719460 (Why is no real title available?)2017-05-17Paper
MCMC methods for quantile regression of GARCH models
Journal of Sichuan University. Natural Science Edition
2016-10-06Paper
Copula-GARCH-MMBP based Monte Carlo option pricing method2016-08-10Paper
Additivity of variance gamma distribution and its application in financial analysis2014-06-30Paper
The study of the hedging of ETFs using stock index futures2014-06-30Paper
Empirical research on volume-price relationship based on GARCH models and BP neural networks2014-02-28Paper
A new conditionally heteroscedastic model for asset returns time series
Journal of Sichuan University. Natural Science Edition
2012-10-05Paper
An \(\alpha\)-power process maintenance model for a deteriorating system2008-11-24Paper
Numerical solution to an integral equation in geometric process
Journal of Statistical Computation and Simulation
2007-12-19Paper
A log-normal \(\delta\)-shock maintenance model for deteriorating system2006-10-04Paper
scientific article; zbMATH DE number 5004983 (Why is no real title available?)2006-02-08Paper
A \(\delta\)-shock maintenance model for a deteriorating system
European Journal of Operational Research
2005-10-17Paper
scientific article; zbMATH DE number 1474988 (Why is no real title available?)2002-11-06Paper
scientific article; zbMATH DE number 1475144 (Why is no real title available?)2001-05-02Paper
Some new existence theorems for nonlinear inclusion with an application
Nonlinear Functional Analysis and Applications
2001-01-01Paper
scientific article; zbMATH DE number 1475000 (Why is no real title available?)2000-07-11Paper
The generalized set-valued strongly nonlinear implicit variational inequalities
Computers & Mathematics with Applications
2000-01-20Paper
scientific article; zbMATH DE number 1389320 (Why is no real title available?)2000-01-17Paper
scientific article; zbMATH DE number 1310491 (Why is no real title available?)1999-06-29Paper
Generalized implicit quasivariational inequalities with relaxed Lipschitz and relaxed monotone mappings
Applied Mathematics Letters
1999-01-01Paper


Research outcomes over time


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