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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - 2019
Persistent link: https://www.econbiz.de/10012237262
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Revisiting the "pure" oil-exchange co-movement from a time-domain perspective
Ma, Zhe; Yang, Lu - In: The Singapore economic review 69 (2024) 1, pp. 183-202
Persistent link: https://www.econbiz.de/10014535492
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Partially-observed bilinear nonzero-sum stochastic differential game with affine-quadratic discounted payoff and application to competitive advertising
Tao, Wang; Zhang, Cheng-Ke; Yang, Lu - In: Dynamic games and applications : DGA 14 (2024) 2, pp. 453-479
Persistent link: https://www.econbiz.de/10014556615
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Modelling mortality : a Bayesian factor-augmented VAR (FAVAR) approach
Lu, Yang; Zhu, Dan - In: ASTIN bulletin : the journal of the International … 53 (2023) 1, pp. 29-61
Persistent link: https://www.econbiz.de/10014247639
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The impact of information sharing on supply chain adaptability and operational performance
Yang, Lu; Huo, Baofeng; Gu, Minhao - In: The international journal of logistics management 33 (2022) 2, pp. 590-619
Persistent link: https://www.econbiz.de/10013429525
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Uncertain seepage equation in fissured porous media
Yang, Lu; Ye, Tingqing; Yang, Haizhong - In: Fuzzy optimization and decision making : a journal of … 21 (2022) 3, pp. 383-403
Persistent link: https://www.econbiz.de/10013431708
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Das Ende der demografischen Dividende Chinas : die Perspektiven für ein BIP-Wachstum
Cai, Fang; Lu, Yang - In: China: ein neues Modell für Wachstum und Entwicklung, (pp. 61-77). 2022
Persistent link: https://www.econbiz.de/10013371232
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Foreign trade and innovation sustainability : evidence from China
Li, Juncheng; Qin, Xiuting; Tang, Jian; Yang, Lu - In: Journal of Asian economics 81 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013549926
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Omnichannel retail operations with mixed fulfillment strategies
Yang, Lu; Li, Xiangyong; Zhong, Ning - In: International journal of production economics 254 (2022), pp. 1-17
Persistent link: https://www.econbiz.de/10013461584
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Noncausal affine processes with applications to derivative pricing
Gouriéroux, Christian; Lu, Yang - In: Mathematical finance : an international journal of … 33 (2023) 3, pp. 766-796
Persistent link: https://www.econbiz.de/10014329912