Jr-Yan Wang

According to our database, Jr-Yan Wang authored at least 5 papers between 2007 and 2020.

Collaborative distances:

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

2020

Comment on "Aging Population, Retirement, and Risk Taking".

Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao

Manag. Sci., 2020

Operational asymptotic stochastic dominance.

Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao

Eur. J. Oper. Res., 2020

2018

Using forward Monte-Carlo simulation for the valuation of American barrier options.

Daniel Wei-Chung Miao, Yung-Hsin Lee, Jr-Yan Wang

Ann. Oper. Res., 2018

2010

Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model.

Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang

Proceedings of the 2010 International Conference on Scientific Computing, 2010

2007

An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options.

Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei

Proceedings of the Algorithmic Aspects in Information and Management, 2007