Yuecai Han

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 9

Top Topics

Filtering Process

Stochastic Differential Equations

Top Venues

Comput. Appl. Math.

Appl. Math. Lett.

Syst. Control. Lett.

Publications

Simeng Li, Dianliang Deng, Yuecai Han
A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs. Symmetry 16 (4) (2024)
Yuecai Han, Xudong Zheng
A deep learning method for pricing high-dimensional American-style options via state-space partition. Comput. Appl. Math. 43 (3) (2024)
Yuecai Han, Yaozhong Hu, Dingwen Zhang
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. Appl. Math. Lett. 156 (2024)
Yuecai Han, Yuhang Li
Stochastic maximum principle for control systems with time-varying delay. Syst. Control. Lett. 191 (2024)
Yuecai Han, Nan Li
A new deep neural network algorithm for multiple stopping with applications in options pricing. Commun. Nonlinear Sci. Numer. Simul. 117 (2023)
Simeng Li, Dianliang Deng, Yuecai Han, Dingwen Zhang
Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process. Symmetry 15 (12) (2023)
Yuecai Han, Zhe Yin, Dingwen Zhang
Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations. Symmetry 14 (12) (2022)
Yuecai Han, Qingshuo Song, Gu Wang
Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. 57 (4) (2019)
Yuecai Han, Longxiao Zhao
A closed-form pricing formula for variance swaps under MRG-Vasicek model. Comput. Appl. Math. 38 (3) (2019)
Yuecai Han, Shige Peng, Zhen Wu
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. SIAM J. Control. Optim. 48 (7) (2010)