Yongzeng Lai
According to our database1,
Yongzeng Lai
authored at least 14 papers
between 2009 and 2022.
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Bibliography
2022
From Neighbors to Partners: A quantum game model for analyzing collaborative environmental governance in China.
Expert Syst. Appl., 2022
2020
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model.
J. Oper. Res. Soc., 2020
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility.
J. Comput. Appl. Math., 2020
2018
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model.
J. Comput. Appl. Math., 2018
2016
J. Inf. Hiding Multim. Signal Process., 2016
2014
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods.
Appl. Math. Comput., 2014
Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods.
Proceedings of the Seventh International Joint Conference on Computational Sciences and Optimization, 2014
2013
Comput. Oper. Res., 2013
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps.
Autom., 2013
Characterization of efficient frontier for mean-variance model with a drawdown constraint.
Appl. Math. Comput., 2013
2012
Proceedings of the Fifth International Conference on Business Intelligence and Financial Engineering, 2012
2010
2009
J. Comput. Appl. Math., 2009
Comput. Stat. Data Anal., 2009