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Yingda Song
ORCID
Publication Activity (10 Years)
Years Active: 2015-2023
Publications (10 Years): 5
Top Topics
Black Scholes Model
Continuous Time Markov Chains
Option Pricing
Double Exponential
Top Venues
Oper. Res.
Oper. Res. Lett.
INFORMS J. Comput.
WSC
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Publications
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Tan Wang
,
Yingda Song
,
L. Jeff Hong
Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks.
WSC
(2023)
Pengzhan Chen
,
Yingda Song
Irreversible investment with random delay and partial prepayment.
Oper. Res. Lett.
50 (5) (2022)
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)