A General Framework for Pricing Asian Options Under Markov Processes. - Ning Cai 003; Yingda Song; Steven Kou (Oper. Res., 2015)

Exact Simulation of the SABR Model. - Ning Cai 003; Yingda Song; Nan Chen (Oper. Res., 2017)

Computable Error Bounds of Laplace Inversion for Pricing Asian Options. - Yingda Song; Ning Cai 003; Steven Kou (INFORMS J. Comput., 2018)

Irreversible investment with random delay and partial prepayment. - Pengzhan Chen; Yingda Song (Oper. Res. Lett., 2022)

Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks. - Tan Wang; Yingda Song; L. Jeff Hong (WSC, 2023)

Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation. - L. Jeff Hong; Yingda Song; Tan Wang (CoRR, 2024)