Yingda Song

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 6

Top Topics

Black Scholes Model

Top Venues

Oper. Res. Lett.

INFORMS J. Comput.

Publications

L. Jeff Hong, Yingda Song, Tan Wang
Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation. CoRR (2024)
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)