E-LIB Suche - Ergebnisse für: Zhu, Lingjiong

1

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

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

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

2

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/..

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

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/..

6

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/..

7

Optimal Investment in a Dual Risk Model:

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

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

8

Stocking Under Random Demand and Product Variety: Exact Mod..:

Ghosh, Vashkar ; Paul, Anand ; Zhu, Lingjiong
Production and Operations Management. 31 (2022) 3 - p. 1006-1032 , 2022

Link: https://doi.org/10.1111/..

9

Asymptotic analysis for optimal dividends in a dual risk mo..:

Fahim, Arash ; Zhu, Lingjiong
Stochastic Models. 38 (2022) 4 - p. 605-637 , 2022

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

10

Non-convex isotonic regression via the Myersonian approach:

Cui, Zhenyu ; Lee, Chihoon ; Zhu, Lingjiong.
Statistics & Probability Letters. 179 (2021) - p. 109210 , 2021

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

11

On the optimal design of the randomized unbiased Monte Carl..:

Cui, Zhenyu ; Lee, Chihoon ; Zhu, Lingjiong.
Operations Research Letters. 49 (2021) 4 - p. 477-484 , 2021

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

12

Optimal unbiased estimation for expected cumulative discoun..:

Cui, Zhenyu ; Fu, Michael C. ; Peng, Yijie.
European Journal of Operational Research. 286 (2020) 2 - p. 604-618 , 2020

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

13

ASYMPTOTICS OF THE TIME-DISCRETIZED LOG-NORMAL SABR MODEL: ..:

Pirjol, Dan ; Zhu, Lingjiong
Probability in the Engineering and Informational Sciences. 35 (2020) 4 - p. 942-974 , 2020

Link: https://doi.org/10.1017/..

14

Detecting and identifying arbitrage in the spot foreign exc..:

Cui, Zhenyu ; Qian, Wenhan ; Taylor, Stephen.
Quantitative Finance. 20 (2019) 1 - p. 119-132 , 2019

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

15

Short Maturity Forward Start Asian Options in Local Volatil..:

Pirjol, Dan ; Wang, Jing ; Zhu, Lingjiong
Applied Mathematical Finance. 26 (2019) 3 - p. 187-221 , 2019

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