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Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Zeng, Yan; Wu, Huiling; Lai, Yongzeng - In: Economic modelling 33 (2013), pp. 462-470
Persistent link: https://www.econbiz.de/10010192881
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Asset allocation for a DC pension fund with stochastic income and mortality risk : a multi-period mean–variance framework
Yao, Haixiang; Lai, Yongzeng; Ma, Qinghua; Jian, Minjie - In: Insurance 54 (2014), pp. 84-92
Persistent link: https://www.econbiz.de/10010259667
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Time-consistent investment and reinsurance strategies for mean-variance insurers with jumps
Zeng, Yan; Li, Zhongfei; Lai, Yongzeng - In: Insurance 52 (2013) 3, pp. 498-507
Persistent link: https://www.econbiz.de/10009763600
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Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model
Li, Zhongfei; Zeng, Yan; Lai, Yongzeng - In: Insurance 51 (2012) 1, pp. 191-203
Persistent link: https://www.econbiz.de/10009558139
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Variance reduction for MC/QMC methods to evaluate option prices
Fouque, Jean-Pierre; Han, Chuan-Hsiang; Lai, Yongzeng - In: Recent advances in financial engineering : proceedings …, (pp. 27-48). 2009
Persistent link: https://www.econbiz.de/10003871156
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Generalized control variate methods for pricing Asian options
Han, Chuan-Hsiang; Lai, Yongzeng - In: The journal of computational finance 14 (2010/11) 2, pp. 87-118
Persistent link: https://www.econbiz.de/10008810127
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Control variate methods and applications to Asian and basket options pricing under jump-diffusion models
Lai, Yongzeng; Li, Zhongfei; Zeng, Yan - In: IMA journal of management mathematics 26 (2015) 1, pp. 11-37
Persistent link: https://www.econbiz.de/10011376988
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Explicit approximate analytic formulas for timer option pricing with stochastic interest rates
Ma, Jingtang; Deng, Dongya; Lai, Yongzeng - In: The North American journal of economics and finance : a … 34 (2015), pp. 1-21
Persistent link: https://www.econbiz.de/10011539653
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The day-of-the-Week effects of stock markets in different countries
Zhang, Jilin; Lai, Yongzeng; Lin, Jianghong - In: Finance research letters 20 (2017), pp. 47-62
Persistent link: https://www.econbiz.de/10011806760
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Continuous-time mean-variance asset-liability management with endogenous liabilities
Yao, Haixiang; Lai, Yongzeng; Li, Yong - In: Insurance 52 (2013) 1, pp. 6-17
Persistent link: https://www.econbiz.de/10009719072