Yuecai Han

Orcid: 0000-0001-7403-632X

According to our database1, Yuecai Han authored at least 6 papers between 2010 and 2023.

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

Timeline

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PhD thesis 
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Links

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Bibliography

2023
Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process.
Symmetry, December, 2023

A new deep neural network algorithm for multiple stopping with applications in options pricing.
Commun. Nonlinear Sci. Numer. Simul., 2023

2022
Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations.
Symmetry, 2022

2019
Exit Problems as the Generalized Solutions of Dirichlet Problems.
SIAM J. Control. Optim., 2019

A closed-form pricing formula for variance swaps under MRG-Vasicek model.
Comput. Appl. Math., 2019

2010
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.
SIAM J. Control. Optim., 2010


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