Zhenyu Cui

发表的论文9 篇，按出版时间

1. 1
   Joint arbitrage-free smoothing of American call and put options surfacesEuropean Journal of Operational Research20270
2. 2
   A general valuation framework for rough stochastic local volatility models and applicationsEuropean Journal of Operational Research20247
3. 3
   A data-driven framework for consistent financial valuation and risk measurementEuropean Journal of Operational Research202028
4. 4
   Optimal unbiased estimation for expected cumulative discounted costEuropean Journal of Operational Research20204
5. 5
   Efficient Simulation of Generalized SABR and Stochastic Local Volatility Models based on Markov Chain ApproximationsEuropean Journal of Operational Research202041
6. 6
   On the Variance of Single-Run Unbiased Stochastic Derivative EstimatorsINFORMS Journal on Computing201914
7. 7
   A General Framework for Time-Changed Markov Processes and ApplicationsEuropean Journal of Operational Research201853
8. 8
   Single-transform formulas for pricing Asian options in a general approximation framework under Markov processesEuropean Journal of Operational Research201751
9. 9
   A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumpsEuropean Journal of Operational Research2017102