Yingda Song

According to our database, Yingda Song authored at least 6 papers between 2015 and 2024.

Collaborative distances:

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

2024

Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation.

L. Jeff Hong, Yingda Song, Tan Wang

CoRR, 2024

2023

Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks.

Tan Wang, Yingda Song, L. Jeff Hong

Proceedings of the Winter Simulation Conference, 2023

2022

Irreversible investment with random delay and partial prepayment.

Pengzhan Chen, Yingda Song

Oper. Res. Lett., 2022

2018

Computable Error Bounds of Laplace Inversion for Pricing Asian Options.

Yingda Song, Ning Cai, Steven Kou

INFORMS J. Comput., 2018

2017

Exact Simulation of the SABR Model.

Ning Cai, Yingda Song, Nan Chen

Oper. Res., 2017

2015

A General Framework for Pricing Asian Options Under Markov Processes.

Ning Cai, Yingda Song, Steven Kou

Oper. Res., 2015