Wan-Ni Lai

According to our database, Wan-Ni Lai authored at least 3 papers between 2021 and 2022.

Collaborative distances:

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

2022

Detecting stock market regimes from option prices.

Wan-Ni Lai

Oper. Res. Lett., 2022

Risk factor extraction with quantile regression method.

Wan-Ni Lai, Claire Y. T. Chen, Edward W. Sun

Ann. Oper. Res., 2022

2021

Comonotonicity and low volatility effect.

Wan-Ni Lai, Yi-Ting Chen, Edward W. Sun

Ann. Oper. Res., 2021