E-LIB Suche - Ergebnisse für: Zhu, Lingjiong

1

Optimal Batch Size and Process Setting in Light-Emitting Di..:

Ghosh, Vashkar ; Paul, Anand ; Yang, Zhechao.
Production and Operations Management. 33 (2024) 5 - p. 1099-1115 , 2024

Link: https://doi.org/10.1177/..

2

Asymptotics for short maturity Asian options in jump-diffus..:

Pirjol, Dan ; Zhu, Lingjiong
Quantitative Finance. , 2024

Link: https://doi.org/10.1080/..

3

In Memory of Peter Carr (1958–2022):

Campolieti, Giuseppe ; Fahim, Arash ; Pirjol, Dan...
Risks. 12 (2024) 2 - p. 39 , 2024

Link: https://doi.org/10.3390/..

4

Enhancing Make-to-Order Manufacturing Agility: When Flexibl..:

Sun, Xu ; Chai, Shiwei ; Paul, Anand.
Production and Operations Management. , 2024

Link: https://doi.org/10.1177/..

5

Convergence Analysis for General Probability Flow ODEs of D..:

Gao, Xuefeng ; Zhu, Lingjiong
http://arxiv.org/abs/2401.17958. , 2024

Link: http://arxiv.org/abs/240..

6

Optimal Investment in a Dual Risk Model:

Fahim, Arash ; Zhu, Lingjiong
Risks. 11 (2023) 2 - p. 41 , 2023

Link: https://doi.org/10.3390/..

7

Explicit solution to the economic index of riskiness:

Cui, Zhenyu ; Wu, Cai ; Zhu, Lingjiong
Economics Letters. 232 (2023) - p. 111343 , 2023

Link: https://doi.org/10.1016/..

8

Asymptotics for the Laplace transform of the time integral ..:

Pirjol, Dan ; Zhu, Lingjiong
Operations Research Letters. 51 (2023) 3 - p. 346-352 , 2023

Link: https://doi.org/10.1016/..

9

Sensitivities of Asian options in the Black-Scholes model:

Pirjol, Dan ; Zhu, Lingjiong
http://arxiv.org/abs/2301.06460. , 2023

Link: http://arxiv.org/abs/230..

10

Optimal Investment in a Dual Risk Model:

Arash Fahim ; Lingjiong Zhu
https://dx.doi.org/10.3390/risks11020041. , 2023

Link: https://doi.org/10.3390/..

11

Wasserstein Convergence Guarantees for a General Class of S..:

Gao, Xuefeng ; Nguyen, Hoang M ; Zhu, Lingjiong
http://arxiv.org/abs/2311.11003. , 2023

Link: http://arxiv.org/abs/231..

12

Cyclic and Randomized Stepsizes Invoke Heavier Tails in SGD..:

Gürbüzbalaban, Mert ; Hu, Yuanhan ; Şimşekli, Umut.
http://arxiv.org/abs/2302.05516. , 2023

Link: http://arxiv.org/abs/230..

13

A delayed dual risk model:

Zhu, Lingjiong
http://arxiv.org/abs/2301.06450. , 2023

Link: http://arxiv.org/abs/230..

14

Optimal Investment in a Dual Risk Model:

Arash Fahim ; Lingjiong Zhu
https://www.mdpi.com/2227-9091/11/2/41. , 2023

Link: https://doi.org/10.3390/..

15

Algorithmic Stability of Heavy-Tailed SGD with General Loss..:

Raj, Anant ; Zhu, Lingjiong ; Gürbüzbalaban, Mert.
http://arxiv.org/abs/2301.11885. , 2023

Link: http://arxiv.org/abs/230..