Yuecai Han

12 papers Journal 12
YearRankTypeTitle / Venue / Authors
2025 J jnl
Maximum principle for discrete-time control systems driven by fractional noises and related backward stochastic difference equations.
Syst. Control. Lett.
Yuecai Han, Yuhang Li
2025 J jnl
Score Tests for Overdispersion in Marginalized Zero-Inflated Poisson Regression Based on Marginalized Zero-Inflated Generalized Poisson Model.
Stat. Anal. Data Min.
Yuhe Wang, Yuecai Han
2024 J jnl
A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs.
Symmetry
Simeng Li, Dianliang Deng, Yuecai Han
2024 J jnl
A deep learning method for pricing high-dimensional American-style options via state-space partition.
Comput. Appl. Math.
Yuecai Han, Xudong Zheng
2024 J jnl
Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations.
Appl. Math. Lett.
Yuecai Han, Yaozhong Hu, Dingwen Zhang
2024 J jnl
Stochastic maximum principle for control systems with time-varying delay.
Syst. Control. Lett.
Yuecai Han, Yuhang Li
2023 J jnl
A new deep neural network algorithm for multiple stopping with applications in options pricing.
Commun. Nonlinear Sci. Numer. Simul.
Yuecai Han, Nan Li
2023 J jnl
Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process.
Symmetry
Simeng Li, Dianliang Deng, Yuecai Han, Dingwen Zhang
2022 J jnl
Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations.
Symmetry
Yuecai Han, Zhe Yin, Dingwen Zhang
2019 J jnl
A closed-form pricing formula for variance swaps under MRG-Vasicek model.
Comput. Appl. Math.
Yuecai Han, Longxiao Zhao
2019 J jnl
Exit Problems as the Generalized Solutions of Dirichlet Problems.
SIAM J. Control. Optim.
Yuecai Han, Qingshuo Song, Gu Wang
2010 J jnl
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.
SIAM J. Control. Optim.
Yuecai Han, Shige Peng, Zhen Wu