| A general framework for pricing Asian options under Markov processes N Cai, Y Song, S Kou Operations research 63 (3), 540-554, 2015 | 99 | 2015 |
| Exact simulation of the SABR model N Cai, Y Song, N Chen Operations Research 65 (4), 931-951, 2017 | 49 | 2017 |
| A unified framework for regime-switching models N Cai, S Kou, Y Song Available at SSRN 3310365, 2019 | 34* | 2019 |
| Computable error bounds of Laplace inversion for pricing Asian options Y Song, N Cai, S Kou INFORMS Journal on Computing 30 (4), 634-645, 2018 | 25 | 2018 |
| Essays on computational methods in financial engineering Y Song | 8 | 2013 |
| Fast Discrete-Event Simulation of Markovian Queueing Networks through Euler Approximation LJ Hong, Y Song, T Wang arXiv preprint arXiv:2402.13259, 2024 | 1 | 2024 |
| A general approximation method for optimal stopping and random delay P Chen, Y Song Mathematical Finance 34 (1), 5-35, 2024 | 1 | 2024 |
| Irreversible investment with random delay and partial prepayment P Chen, Y Song Operations Research Letters 50 (5), 434-440, 2022 | 1 | 2022 |
| Fast Approximation to Discrete-Event Simulation of Markovian Queueing Networks T Wang, Y Song, J Hong 2023 Winter Simulation Conference (WSC), 3613-3623, 2023 | | 2023 |
| Pricing and calibration of the futures options market: A unified approximation X Lian, Y Song Journal of Futures Markets 41 (7), 1074-1091, 2021 | | 2021 |
Ning CaiProfessor, FinTech Thrust, HKUST(GZ)Verified email at ust.hk
