Yongzeng Lai

17 papers Journal 15Unranked 2
YearRankTypeTitle / Venue / Authors
2026 J jnl
Impact of technology spillovers and subsidies on innovation consortia dynamics.
Eur. J. Oper. Res.
Zheng Yang, Lin Li, Nicholas G. Hall, Yongzeng Lai, Yijiang Zhou
2025 J jnl
Research on incentive strategies and cost-sharing mechanisms for cross-regional pollution control.
Comput. Ind. Eng.
Min Song, Yongzeng Lai, Lin Li
2024 J jnl
Government-enterprise collusion and public oversight in the green transformation of resource-based enterprises: A principal-agent perspective.
Syst. Eng.
Cunfang Li, Xinyi Gu, Zhan Li, Yongzeng Lai
2022 J jnl
From Neighbors to Partners: A quantum game model for analyzing collaborative environmental governance in China.
Expert Syst. Appl.
Min Song, Yongzeng Lai, Yuanyuan Zhang, Lin Li, Ermei Wang
2020 J jnl
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility.
J. Comput. Appl. Math.
Ling Zhang, Danping Li, Yongzeng Lai
2020 J jnl
Optimal asset allocation with heterogeneous discounting and stochastic income under CEV model.
J. Oper. Res. Soc.
Danping Li, Yongzeng Lai, Lin Li
2018 J jnl
Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model.
J. Comput. Appl. Math.
A. Chunxiang, Yongzeng Lai, Yi Shao
2016 J jnl
Analysis of Volatilities and Correlations for Chinese Stock Markets.
J. Inf. Hiding Multim. Signal Process.
Jilin Zhang, Yongzeng Lai, Pei-Wei Tsai
2014 J jnl
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods.
Appl. Math. Comput.
Yongjia Xu, Yongzeng Lai, Haixiang Yao
2014 — conf
Pricing Lookback Options under Normal Inverse Gaussian Model by Variance Reduction and Randomized Quasi-Monte Carlo Methods.
CSO
Yongzeng Lai, Jilin Zhang
2013 J jnl
Characterization of efficient frontier for mean-variance model with a drawdown constraint.
Appl. Math. Comput.
Haixiang Yao, Yongzeng Lai, Qinghua Ma, Huabao Zheng
2013 J jnl
Mean-CVaR portfolio selection: A nonparametric estimation framework.
Comput. Oper. Res.
Haixiang Yao, Zhongfei Li, Yongzeng Lai
2013 J jnl
Uncertain exit time multi-period mean-variance portfolio selection with endogenous liabilities and Markov jumps.
Autom.
Haixiang Yao, Yongzeng Lai, Zhifeng Hao
2012 — conf
Option Sensitivity Simulation by Malliavin Calculus and Quasi-Monte Carlo Methods.
BIFE
Yongjia Xu, Yongzeng Lai, Yan Zeng
2010 J jnl
A smooth estimator for MC/QMC methods in finance.
Math. Comput. Simul.
Chuan-Hsiang Han, Yongzeng Lai
2009 J jnl
Adaptive Monte Carlo methods for matrix equations with applications.
J. Comput. Appl. Math.
Yongzeng Lai
2009 J jnl
Generating inverse Gaussian random variates by approximation.
Comput. Stat. Data Anal.
Yongzeng Lai