Jr-Yan Wang

Publication Activity (10 Years)

Years Active: 2007-2020
Publications (10 Years): 3

Top Topics

Stochastic Dominance

Top Venues

Ann. Oper. Res.

Eur. J. Oper. Res.

Publications

Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao
Comment on "Aging Population, Retirement, and Risk Taking". Manag. Sci. 66 (6) (2020)
Rachel J. Huang, Larry Y. Tzeng, Jr-Yan Wang, Lin Zhao
Operational asymptotic stochastic dominance. Eur. J. Oper. Res. 280 (1) (2020)
Daniel Wei-Chung Miao, Yung-Hsin Lee, Jr-Yan Wang
Using forward Monte-Carlo simulation for the valuation of American barrier options. Ann. Oper. Res. 264 (1-2) (2018)
Tzu-Chun Chen, Tian-Shyr Dai, Jr-Yan Wang
Linear-Time Combinatorial Option Pricing Algorithms on the Trinomial Lattice Model. CSC (2010)
Tian-Shyr Dai, Jr-Yan Wang, Hui-Shan Wei
An Ingenious, Piecewise Linear Interpolation Algorithm for Pricing Arithmetic Average Options. AAIM (2007)