Ben-Zhang Yang

According to our database, Ben-Zhang Yang authored at least 5 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

Robust Equilibrium Strategy for Mean-Variance-Skewness Portfolio Selection Problem with Long Memory.

Jian-hao Kang, Nan-jing Huang, Ben-Zhang Yang, Zhihao Hu

J. Optim. Theory Appl., August, 2025

2024

Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks.

Zhihao Hu, Ben-Zhang Yang, Xin-Jiang He, Jia Yue

Math. Comput. Simul., 2024

2020

Robust Portfolio Optimization with Multi-Factor Stochastic Volatility.

Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma, Song-Ping Zhu

J. Optim. Theory Appl., 2020

2019

Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity.

Ben-Zhang Yang, Jia Yue, Ming-hui Wang, Nan-Jing Huang

Appl. Math. Comput., 2019

2016

Chance Constrained Twin Support Vector Machine for Uncertain Pattern Classification.

Ben-Zhang Yang, Yi-bin Xiao, Nan-Jing Huang, Qi-Lin Cao

Proceedings of the Fuzzy Systems and Data Mining II, 2016