Yongzeng Lai

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 6

Top Topics

Monte Carlo Methods

Variance Reduction

Chinese Stock Market

Top Venues

J. Comput. Appl. Math.

Appl. Math. Comput.

J. Oper. Res. Soc.

Publications

Cunfang Li, Xinyi Gu, Zhan Li, Yongzeng Lai
Government-enterprise collusion and public oversight in the green transformation of resource-based enterprises: A principal-agent perspective. Syst. Eng. 27 (2) (2024)
Min Song, Yongzeng Lai, Yuanyuan Zhang, Lin Li, Ermei Wang
From Neighbors to Partners: A quantum game model for analyzing collaborative environmental governance in China. Expert Syst. Appl. 210 (2022)
Danping Li, Yongzeng Lai, Lin Li
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model. J. Oper. Res. Soc. 71 (12) (2020)
Ling Zhang, Danping Li, Yongzeng Lai
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility. J. Comput. Appl. Math. 368 (2020)
A. Chunxiang, Yongzeng Lai, Yi Shao
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model. J. Comput. Appl. Math. 342 (2018)
Jilin Zhang, Yongzeng Lai, Pei-Wei Tsai
Analysis of Volatilities and Correlations for Chinese Stock Markets. J. Inf. Hiding Multim. Signal Process. 7 (5) (2016)
Yongjia Xu, Yongzeng Lai, Haixiang Yao
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. Appl. Math. Comput. 236 (2014)
Yongzeng Lai, Jilin Zhang
Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods. CSO (2014)
Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Appl. Math. Comput. 220 (2013)
Haixiang Yao, Yongzeng Lai, Zhifeng Hao
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Autom. 49 (11) (2013)
Haixiang Yao, Zhongfei Li, Yongzeng Lai
Mean-CVaR portfolio selection: A nonparametric estimation framework. Comput. Oper. Res. 40 (4) (2013)
Yongjia Xu, Yongzeng Lai, Yan Zeng
Option Sensitivity Simulation by Malliavin Calculus and Quasi-Monte Carlo Methods. BIFE (2012)
Chuan-Hsiang Han, Yongzeng Lai
A smooth estimator for MC/QMC methods in finance. Math. Comput. Simul. 81 (3) (2010)
Yongzeng Lai
Generating inverse Gaussian random variates by approximation. Comput. Stat. Data Anal. 53 (10) (2009)
Yongzeng Lai
Adaptive Monte Carlo methods for matrix equations with applications. J. Comput. Appl. Math. 231 (2) (2009)