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Search: person:"Lai, Yongzeng"
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Stochastic process
7
Stochastischer Prozess
7
Theorie
7
Theory
7
Option pricing theory
6
Optionspreistheorie
6
Portfolio selection
6
Portfolio-Management
6
Risiko
4
Risk
4
Asset allocation
3
Financial crisis
3
Finanzkrise
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Option pricing
3
Option trading
3
Optionsgeschäft
3
Aktienmarkt
2
China
2
Control variate methods
2
Defined contribution pension fund
2
Dynamic programming
2
Insurance
2
Insurer
2
Mean–variance criterion
2
Mortality risk
2
Multi-period mean–variance
2
Multi-period model
2
Optimal investment and consumption strategies
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Regime-switching
2
Reinsurance
2
Rückversicherung
2
Stochastic income
2
Stock market
2
Systemic risk
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Systemrisiko
2
TVP-VAR-SV model
2
Time consistency
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Uncertain time-horizon
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English
18
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Lai, Yongzeng
30
Zeng, Yan
10
Li, Zhongfei
8
Yao, Haixiang
6
Han, Chuan-Hsiang
4
Li, Lin
3
Li, Yong
3
Wu, Huiling
3
Jian, Minjie
2
Liu, Zihan
2
Ma, Qinghua
2
Yang, Xite
2
Cao, Jidi
1
Deng, Dongya
1
Fouque, Jean-Pierre
1
Huang, Linya
1
Jia, Jiayi
1
Li, Danping
1
Lin, Jianghong
1
Liu, Haiyue
1
Ma, Jingtang
1
Ouyang, Zi-sheng
1
Ouyang, Zisheng
1
Tan, Vinna
1
Tao, Qiufan
1
Yang, Xi-te
1
Zhang, Jilin
1
Zhang, Ling
1
Zhang, Qin
1
Zhang, Shuhua
1
Zhou, Xuewei
1
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Insurance / Mathematics & economics
7
Insurance: Mathematics and Economics
4
The North American journal of economics and finance : a journal of financial economics studies
4
Economic modelling
2
Finance research letters
2
The journal of computational finance
2
Computational Statistics & Data Analysis
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic Modelling
1
IMA journal of management mathematics
1
Journal of the Operational Research Society
1
Mathematics and Computers in Simulation (MATCOM)
1
Quantitative finance and economics
1
Recent advances in financial engineering : proceedings of the 2008 Daiwa International Workshop on Financial Engineering
1
The North American journal of economics and finance : a journal of theory and practice
1
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ECONIS (ZBW)
18
RePEc
7
OLC EcoSci
5
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1
Environmental policy uncertainty and green innovation : a TVP-VAR-SV model approach
Yang, Xite
;
Cao, Jidi
;
Liu, Zihan
;
Lai, Yongzeng
- In:
Quantitative finance and economics
6
(
2022
)
4
,
pp. 604-621
Persistent link: https://www.econbiz.de/10013499564
Saved in:
2
Economic policy uncertainty, macroeconomic shocks, and systemic risk : evidence from China
Yang, Xite
;
Zhang, Qin
;
Liu, Haiyue
;
Liu, Zihan
;
Tao, Qiufan
- In:
The North American journal of economics and finance : a …
69
(
2024
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10014445607
Saved in:
3
Global stock markets risk contagion : evidence from multilayer connectedness networks in the frequency domain
Ouyang, Zisheng
;
Zhou, Xuewei
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014485468
Saved in:
4
Systemic financial risk early warning of financial market in China using Attention-LSTM model
Ouyang, Zi-sheng
;
Yang, Xi-te
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
56
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012821472
Saved in:
5
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model
Li, Danping
;
Lai, Yongzeng
;
Li, Lin
- In:
Journal of the Operational Research Society
71
(
2020
)
12
,
pp. 2013-2026
Persistent link: https://www.econbiz.de/10012314419
Saved in:
6
Exotic options pricing under special Lévy process models : a biased control variate method approach
Jia, Jiayi
;
Lai, Yongzeng
;
Li, Lin
;
Tan, Vinna
- In:
Finance research letters
34
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012436769
Saved in:
7
Efficient control variate methods with applications to exotic options pricing under subordinated Brownian motion models
Zhang, Ling
;
Lai, Yongzeng
;
Zhang, Shuhua
;
Li, Lin
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 602-621
Persistent link: https://www.econbiz.de/10012120139
Saved in:
8
The day-of-the-Week effects of stock markets in different countries
Zhang, Jilin
;
Lai, Yongzeng
;
Lin, Jianghong
- In:
Finance research letters
20
(
2017
),
pp. 47-62
Persistent link: https://www.econbiz.de/10011806760
Saved in:
9
Control variate methods and applications to Asian and basket options pricing under jump-diffusion models
Lai, Yongzeng
;
Li, Zhongfei
;
Zeng, Yan
- In:
IMA journal of management mathematics
26
(
2015
)
1
,
pp. 11-37
Persistent link: https://www.econbiz.de/10011376988
Saved in:
10
Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang
;
Deng, Dongya
;
Lai, Yongzeng
- In:
The North American journal of economics and finance : a …
34
(
2015
),
pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
Saved in:
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