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Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent 期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 534
作者:  Liu, Jian;  Cheng, C.;  Yang, Xianglin;  Yan, Lizhao;  Lai, Yongzeng
收藏  |  浏览/下载：11/0  |  提交时间：2019/12/05
Chaos in integer order and fractional order financial systems and their synchronization 期刊论文
Chaos, Solitons and Fractals, 2018, 卷号: Vol.117, 页码: 125-136
作者:  Xu, Fei;  Lai, Yongzeng;  Shu, Xiao-Bao
收藏  |  浏览/下载：4/0  |  提交时间：2019/12/26
Chaos in integer order and fractional order financial systems and their synchronization 期刊论文
CHAOS SOLITONS & FRACTALS, 2018, 卷号: Vol.117, 页码: 125-136
作者:  Xu, Fei;  Lai, Yongzeng;  Shu, Xiao-Bao
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/26
SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS 期刊论文
The ANZIAM Journal, 2016, 卷号: Vol.57 No.3, 页码: 280-298
作者:  YONGZENG LAI and HAIXIANG YAO 
收藏  |  浏览/下载：11/0  |  提交时间：2019/03/04
Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework 期刊论文
Insurance: Mathematics and Economics, 2014, 卷号: Vol.54, 页码: 84-92
作者:  Haixiang Yao;  Yongzeng Lai;  Qinghua Ma and Minjie Jian
收藏  |  浏览/下载：7/0  |  提交时间：2019/03/04
Efficient simulation of Greeks of multiasset European and Asian style options by Malliavin calculus and quasi-Monte Carlo methods. 期刊论文
Applied Mathematics and Computation, 2014, 卷号: Vol.236, 页码: 493-511
作者:  Xu, Yongjia;  Lai, Yongzeng;  Yao, Haixiang
收藏  |  浏览/下载：3/0  |  提交时间：2019/03/04
Continuous-time mean–variance asset–liability management with endogenous liabilities. 期刊论文
Insurance: Mathematics and Economics, 2013, 卷号: Vol.52 No.1, 页码: 6-17
作者:  Yao, Haixiang;  Lai, Yongzeng;  Li, Yong
收藏  |  浏览/下载：4/0  |  提交时间：2019/03/04
Characterization of efficient frontier for mean–variance model with a drawdown constraint. 期刊论文
Applied Mathematics and Computation, 2013, 卷号: Vol.220, 页码: 770-782
作者:  Yao, Haixiang;  Lai, Yongzeng;  Ma, Qinghua;  Zheng, Huabao
收藏  |  浏览/下载：3/0  |  提交时间：2019/03/04
Characterization of efficient frontier for mean-variance model with a drawdown constraint 期刊论文
2013, 卷号: 220, 页码: 770
作者:  Yao, Haixiang[1];  Lai, Yongzeng[2];  Ma, Qinghua[1];  Zheng, Huabao[3]
收藏  |  浏览/下载：2/0  |  提交时间：2019/12/09
Intermediate rank lattice rules and applications to finance. 期刊论文
Applied Numerical Mathematics, 2009, 卷号: Vol.59 No.1, 页码: 1-20
作者:  Lai,Yongzeng
收藏  |  浏览/下载：5/0  |  提交时间：2020/01/13

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