Ben-Zhang Yang

Publication Activity (10 Years)

Years Active: 2016-2024
Publications (10 Years): 4

Top Topics

Chance Constrained

Portfolio Optimization

Support Vector Machine

Top Venues

J. Optim. Theory Appl.

Math. Comput. Simul.

Appl. Math. Comput.

Publications

Zhihao Hu, Ben-Zhang Yang, Xin-Jiang He, Jia Yue
Equilibrium pricing of European crude oil options with stochastic behaviour and jump risks. Math. Comput. Simul. 219 (2024)
Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma, Song-Ping Zhu
Robust Portfolio Optimization with Multi-Factor Stochastic Volatility. J. Optim. Theory Appl. 186 (1) (2020)
Ben-Zhang Yang, Jia Yue, Ming-hui Wang, Nan-Jing Huang
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity. Appl. Math. Comput. 355 (2019)
Ben-Zhang Yang, Yi-bin Xiao, Nan-Jing Huang, Qi-Lin Cao
Chance Constrained Twin Support Vector Machine for Uncertain Pattern Classification. FSDM (2016)