Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. - Yuecai Han; Shige Peng; Zhen Wu (SIAM J. Control. Optim., 2010)

A closed-form pricing formula for variance swaps under MRG-Vasicek model. - Yuecai Han; Longxiao Zhao (Comput. Appl. Math., 2019)

Exit Problems as the Generalized Solutions of Dirichlet Problems. - Yuecai Han; Qingshuo Song; Gu Wang 002 (SIAM J. Control. Optim., 2019)

Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations. - Yuecai Han; Zhe Yin; Dingwen Zhang (Symmetry, 2022)

A new deep neural network algorithm for multiple stopping with applications in options pricing. - Yuecai Han; Nan Li (Commun. Nonlinear Sci. Numer. Simul., 2023)

Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process. - Simeng Li; Dianliang Deng; Yuecai Han; Dingwen Zhang (Symmetry, 2023)

Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. - Yuecai Han; Yaozhong Hu; Dingwen Zhang (Appl. Math. Lett., 2024)

Stochastic maximum principle for control systems with time-varying delay. - Yuecai Han; Yuhang Li (Syst. Control. Lett., 2024)

A deep learning method for pricing high-dimensional American-style options via state-space partition. - Yuecai Han; Xudong Zheng (Comput. Appl. Math., 2024)

A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs. - Simeng Li; Dianliang Deng; Yuecai Han (Symmetry, 2024)

Score Tests for Overdispersion in Marginalized Zero-Inflated Poisson Regression Based on Marginalized Zero-Inflated Generalized Poisson Model. - Yuhe Wang; Yuecai Han (Stat. Anal. Data Min., 2025)

Maximum principle for discrete-time control systems driven by fractional noises and related backward stochastic difference equations. - Yuecai Han; Yuhang Li (Syst. Control. Lett., 2025)