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2020 – today
- 2024
[j13]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): 417-429 (2024)- 2022
- [j12]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: 118248 (2022) - 2020
- [j11]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) - [j10]Danping Li, Yongzeng Lai, Lin Li:
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model. J. Oper. Res. Soc. 71(12): 2013-2026 (2020)
2010 – 2019
- 2018
- [j9]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: 317-336 (2018) - 2016
- [j8]Jilin Zhang, Yongzeng Lai, Pei-Wei Tsai:
Analysis of Volatilities and Correlations for Chinese Stock Markets. J. Inf. Hiding Multim. Signal Process. 7(5): 1110-1125 (2016) - 2014
- [j7]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: 493-511 (2014) - [c2]Yongzeng Lai, Jilin Zhang:
Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods. CSO 2014: 435-439 - 2013
- [j6]Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng:
Characterization of efficient frontier for mean-variance model with a drawdown constraint. Appl. Math. Comput. 220: 770-782 (2013) - [j5]Haixiang Yao, Yongzeng Lai, Zhifeng Hao:
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps. Autom. 49(11): 3258-3269 (2013) - [j4]Haixiang Yao, Zhongfei Li, Yongzeng Lai:
Mean-CVaR portfolio selection: A nonparametric estimation framework. Comput. Oper. Res. 40(4): 1014-1022 (2013) - 2012
- [c1]Yongjia Xu, Yongzeng Lai, Yan Zeng:
Option Sensitivity Simulation by Malliavin Calculus and Quasi-Monte Carlo Methods. BIFE 2012: 149-153 - 2010
- [j3]Chuan-Hsiang Han, Yongzeng Lai:
A smooth estimator for MC/QMC methods in finance. Math. Comput. Simul. 81(3): 536-550 (2010)
2000 – 2009
- 2009
- [j2]Yongzeng Lai:
Generating inverse Gaussian random variates by approximation. Comput. Stat. Data Anal. 53(10): 3553-3559 (2009) - [j1]Yongzeng Lai:
Adaptive Monte Carlo methods for matrix equations with applications. J. Comput. Appl. Math. 231(2): 705-714 (2009)
Coauthor Index
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