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Yuecai Han
ORCID
Publication Activity (10 Years)
Years Active: 2010-2023
Publications (10 Years): 5
Top Topics
Stochastic Differential Equations
Top Venues
Symmetry
Comput. Appl. Math.
Commun. Nonlinear Sci. Numer. Simul.
SIAM J. Control. Optim.
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Publications
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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)