Yuecai Han

According to our database, Yuecai Han authored at least 10 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

A Symmetric Kernel Smoothing Estimation of the Time-Varying Coefficient for Medical Costs.

Simeng Li, Dianliang Deng, Yuecai Han

Symmetry, April, 2024

A deep learning method for pricing high-dimensional American-style options via state-space partition.

Yuecai Han, Xudong Zheng

Comput. Appl. Math., April, 2024

Stochastic maximum principle for control systems with time-varying delay.

Yuecai Han, Yuhang Li

Syst. Control. Lett., 2024

Modified least squares estimators for Ornstein-Uhlenbeck processes from low-frequency observations.

Yuecai Han, Yaozhong Hu, Dingwen Zhang

Appl. Math. Lett., 2024

2023

Joint Model for Estimating the Asymmetric Distribution of Medical Costs Based on a History Process.

Simeng Li, Dianliang Deng, Yuecai Han, Dingwen Zhang

Symmetry, December, 2023

A new deep neural network algorithm for multiple stopping with applications in options pricing.

Yuecai Han, Nan Li

Commun. Nonlinear Sci. Numer. Simul., 2023

2022

Parameter Estimation of Linear Stochastic Differential Equations with Sparse Observations.

Yuecai Han, Zhe Yin, Dingwen Zhang

Symmetry, 2022

2019

Exit Problems as the Generalized Solutions of Dirichlet Problems.

Yuecai Han, Qingshuo Song, Gu Wang

SIAM J. Control. Optim., 2019

A closed-form pricing formula for variance swaps under MRG-Vasicek model.

Yuecai Han, Longxiao Zhao

Comput. Appl. Math., 2019

2010

Maximum Principle for Backward Doubly Stochastic Control Systems with Applications.

Yuecai Han, Shige Peng, Zhen Wu

SIAM J. Control. Optim., 2010