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Z

Zhenyu Cui

stevens institute of technology

17H指数
207论文数
1.3K被引数
收录论文 20
发表时间
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A mean quadratic variation approach to optimal portfolio selection基于平均二次变差的最优投资组合选择方法
errEuropean Journal of Finance
IF2.3
err2026-05-01
err0
PREAI
errWei, Jingyi; Cui, Zhenyu
err分享
err收藏
Approximating the Dynamic VaR Risk Measure in Ruin Theory在破产理论中近似动态VaR风险度量
errMethodology And Computing In Applied Probability
IF1
err2025-12-05
err0
PREAI
errCui, Zhenyu; Su, Wen; Zhang, Zhimin
err分享
err收藏
Duality and transform analysis for non-decreasing functionals of stochastic processes and their applications对随机过程非减泛函及其应用的双线性与变换分析
errJOURNAL OF APPLIED PROBABILITY
IF0
err2025-09-01
err0
PREAI
errCui, Zhenyu; Lee, Chihoon; Liu, Yanchu; Zhu, Lingjiong
err分享
err收藏
Efficient valuation of joint life variable annuities with guaranteed minimum death benefits高效评估包含保证最低死亡受益金的联合生命变额年金
errMATHEMATICS AND COMPUTERS IN SIMULATION
IF4.4
err2025-05-21
err0
PREAI
errXie, Jiayi; Zhang, Zhimin; Cui, Zhenyu
err分享
err收藏
A general valuation framework for rough stochastic local volatility models and applications☆
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2025-04-01
err0
PREAI
errYang, Wensheng; Ma, Jingtang; Cui, Zhenyu
err分享
err收藏
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk
errCOMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION
IF3.8
err2024-11-01
err0
PREAI
errZhong, Wei; Zhang, Zhimin; Cui, Zhenyu
err分享
err收藏
Understanding how heterogeneous agents affect Principal's returns: Perspectives from short-termism and Bayesian learning
errJOURNAL OF MANAGEMENT SCIENCE AND ENGINEERING
IF3.7
err2023-09-01
err4
errOAAI
errDing, Chuan; Li, Yang; Cui, Zhenyu
err分享
err收藏
Causal associations between serum amino acid levels and osteoarthritis: a Mendelian randomization study血清氨基酸水平与骨关节炎之间的因果关系: 孟德尔随机化研究
errOSTEOARTHRITIS AND CARTILAGE
IF9
err2023-08-01
err4
errOAAI
errCui, Z. -Y.; Feng, H.; He, B. -C.; He, J. -Y.; Tian, H.; Tian, Y.
err分享
err收藏
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps
errAPPLIED MATHEMATICS AND COMPUTATION
IF3.4
err2022-09-01
err1
PREAI
errXie, Jiayi; Cui, Zhenyu; Zhang, Zhimin
err分享
err收藏
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-05-01
err26
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Duy Nguyen
err分享
err收藏
A data-driven framework for consistent financial valuation and risk measurement用于一致财务评估和风险度量的数据驱动框架
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2021-02-01
err18
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy
err分享
err收藏
Optimal unbiased estimation for expected cumulative discounted cost
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2020-10-01
err3
errOAAI
errCui, Zhenyu; Fu, Michael C.; Peng, Yijie; Zhu, Lingjiong
err分享
err收藏
Whole-genome analysis of an emerging recombinant avian leukosis virus in yellow chickens, south China
errTRANSBOUNDARY AND EMERGING DISEASES
IF3
err2020-05-14
err10
errOAAI
errSu, Qi; Cui, Zhenyu; Zhang, Zhihui; Cui, Zhizhong; Chang, Shuang; Zhao, Peng
err分享
err收藏
A general framework for time-changed Markov processes and applications
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-03-01
err44
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Duy Nguyen
err分享
err收藏
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits
errANNALS OF OPERATIONS RESEARCH
IF4.5
err2018-06-23
err27
PREAI
errBadescu, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo
err分享
err收藏
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2018-05-01
err38
PREAI
errCui, Zhenyu; Lee, Chihoon; Liu, Yanchu
err分享
err收藏
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2017-10-01
err83
PREAI
errCui, Zhenyu; Kirkby, J. Lars; Nguyen, Duy
err分享
err收藏
Semi-analytical valuation for discrete barrier options under time-dependent Levy processes
errJOURNAL OF BANKING & FINANCE
IF3.8
err2017-02-01
err20
PREAI
errLian, Guanghua; Zhu, Song-Ping; Elliott, Robert J.; Cui, Zhenyu
err分享
err收藏
A note on the Wang transform for stochastic volatility pricing models
errFINANCE RESEARCH LETTERS
IF6.9
err2016-11-01
err2
PREAI
errBadescu, Alexandru; Cui, Zhenyu; Ortega, Juan-Pablo
err分享
err收藏
Integral representation of vega for American put options
errFINANCE RESEARCH LETTERS
IF6.9
err2016-11-01
err3
PREAI
errLiu, Yanchu; Cui, Zhenyu; Zhang, Ning
err分享
err收藏

研究方向

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合作学者
合作期刊
张宁 封面图
张宁 (Ning Zhang)
H 指数: 73 · 论文数: 649
R
Robert J. Elliott
H 指数: 52 · 论文数: 728
M
Michael C. Fu
H 指数: 49 · 论文数: 610
Y
Yun Tian
H 指数: 36 · 论文数: 278
S
Song‐Ping Zhu
H 指数: 35 · 论文数: 270
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