Ning Cai

Publication Activity (10 Years)

Years Active: 2009-2020
Publications (10 Years): 4

Top Topics

Double Exponential

Diffusion Models

Top Venues

INFORMS J. Comput.

Publications

Ning Cai, Wei Zhang
Regime Classification and Stock Loan Valuation. Oper. Res. 68 (4) (2020)
Ning Cai, Steven Kou
Econometrics with Privacy Preservation. Oper. Res. 67 (4) (2019)
Yingda Song, Ning Cai, Steven Kou
Computable Error Bounds of Laplace Inversion for Pricing Asian Options. INFORMS J. Comput. 30 (4) (2018)
Ning Cai, Yingda Song, Nan Chen
Exact Simulation of the SABR Model. Oper. Res. 65 (4) (2017)
Ning Cai, Yingda Song, Steven Kou
A General Framework for Pricing Asian Options Under Markov Processes. Oper. Res. 63 (3) (2015)
Ning Cai, Steven S. G. Kou
Pricing Asian Options Under a Hyper-Exponential Jump Diffusion Model. Oper. Res. 60 (1) (2012)
Ning Cai, Steven S. G. Kou
Option Pricing Under a Mixed-Exponential Jump Diffusion Model. Manag. Sci. 57 (11) (2011)
Ning Cai, Nan Chen, Xiangwei Wan
Occupation Times of Jump-Diffusion Processes with Double Exponential Jumps and the Pricing of Options. Math. Oper. Res. 35 (2) (2010)
Ning Cai, Nan Chen, Xiangwei Wan
Pricing double-barrier options under a flexible jump diffusion model. Oper. Res. Lett. 37 (3) (2009)