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Ning Cai

Orcid: 0000-0002-3235-3340

Affiliations:
  • Hong Kong University of Science and Technology, Department of Industrial Engineering and Logistics Management, Hong Kong


According to our database1, Ning Cai authored at least 9 papers between 2009 and 2020.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of five.

Timeline

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Links

Online presence:

On csauthors.net:

Bibliography

2020
Regime Classification and Stock Loan Valuation.
[BibTeX]
[DOI]
Ning Cai
,
Wei Zhang
Oper. Res., 2020

2019
Econometrics with Privacy Preservation.
[BibTeX]
[DOI]
Ning Cai
,
Steven Kou
Oper. Res., 2019

2018
Computable Error Bounds of Laplace Inversion for Pricing Asian Options.
[BibTeX]
[DOI]
Yingda Song
,
Ning Cai
,
Steven Kou
INFORMS J. Comput., 2018

2017
Exact Simulation of the SABR Model.
[BibTeX]
[DOI]
Ning Cai
,
Yingda Song
,
Nan Chen
Oper. Res., 2017

2015
A General Framework for Pricing Asian Options Under Markov Processes.
[BibTeX]
[DOI]
Ning Cai
,
Yingda Song
,
Steven Kou
Oper. Res., 2015

2012
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model.
[BibTeX]
[DOI]
Ning Cai
,
Steven S. G. Kou
Oper. Res., 2012

2011
Option Pricing Under a Mixed-Exponential Jump Diffusion Model.
[BibTeX]
[DOI]
Ning Cai
,
Steven S. G. Kou
Manag. Sci., 2011

2010
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options.
[BibTeX]
[DOI]
Ning Cai
,
Nan Chen
,
Xiangwei Wan
Math. Oper. Res., 2010

2009
Pricing double-barrier options under a flexible jump diffusion model.
[BibTeX]
[DOI]
Ning Cai
,
Nan Chen
,
Xiangwei Wan
Oper. Res. Lett., 2009


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