Ying Ni

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 improved asymptotics of implied volatility in the gatheral model Springer Proceedings in Mathematics & Statistics	2024-03-16	Paper
Valuation and optimal strategies for American options under a Markovian regime-switching model Springer Proceedings in Mathematics & Statistics	2024-03-16	Paper
Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives	2022-04-22	Paper
Advanced Monte Carlo pricing of European options in a market model with two stochastic volatilities	2021-09-08	Paper
Modeling and simulation of right-turning vehicle-bicycle interactions at intersections	2020-01-22	Paper
Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities Communications in Statistics: Theory and Methods	2018-04-11	Paper
Numerical studies on asymptotics of European option under multiscale stochastic volatility Methodology and Computing in Applied Probability	2018-02-02	Paper
Exponential asymptotical expansions for ruin probability in a classical risk process with non-polynomial perturbations EAA Series	2015-10-15	Paper
Isolated transit signal priority control strategy based on demand degree of green Journal of Tongji University. Natural Science	2013-11-19	Paper
Nonlinearly perturbed renewal equations: the nonpolynomial case Theory of Probability and Mathematical Statistics	2013-09-17	Paper
Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations	2009-02-28	Paper

Research outcomes over time

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