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Yuecai Han
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2020 – today
- 2024
- [j10]Yuecai Han, Yaozhong Hu, Dingwen Zhang:
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations. Appl. Math. Lett. 156: 109143 (2024) - [j9]Yuecai Han, Xudong Zheng:
A deep learning method for pricing high-dimensional American-style options via state-space partition. Comput. Appl. Math. 43(3): 152 (2024) - [j8]Yuecai Han, Yuhang Li:
Stochastic maximum principle for control systems with time-varying delay. Syst. Control. Lett. 191: 105864 (2024) - [j7]Simeng Li, Dianliang Deng, Yuecai Han:
A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs. Symmetry 16(4): 389 (2024) - 2023
- [j6]Yuecai Han, Nan Li:
A new deep neural network algorithm for multiple stopping with applications in options pricing. Commun. Nonlinear Sci. Numer. Simul. 117: 106881 (2023) - [j5]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): 2130 (2023) - 2022
- [j4]Yuecai Han, Zhe Yin, Dingwen Zhang:
Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations. Symmetry 14(12): 2500 (2022)
2010 – 2019
- 2019
- [j3]Yuecai Han, Longxiao Zhao:
A closed-form pricing formula for variance swaps under MRG-Vasicek model. Comput. Appl. Math. 38(3) (2019) - [j2]Yuecai Han, Qingshuo Song, Gu Wang:
Exit Problems as the Generalized Solutions of Dirichlet Problems. SIAM J. Control. Optim. 57(4): 2392-2414 (2019) - 2010
- [j1]Yuecai Han, Shige Peng, Zhen Wu:
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications. SIAM J. Control. Optim. 48(7): 4224-4241 (2010)
Coauthor Index
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