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Zhiyi Shen
Zhiyi Shen
Morgan Stanley
E-mailová adresa ověřena na: uwaterloo.ca
Název
Citace
Citace
Rok
A backward simulation method for stochastic optimal control problems
Z Shen, C Weng
arXiv preprint arXiv:1901.06715, 2019
92019
Pricing Bounds and Bang-bang Analysis of the Polaris Variable Annuities
Z Shen, C Weng
Quantitative Finance 20 (1), 2020
82020
Nonparametric Inference for VaR, CTE, and Expectile with High-Order Precision
Z Shen, Y Liu, C Weng
North American Actuarial Journal, 1-22, 2019
42019
Out-of-Model Adjustments of Variable Annuities
Z Shen
arXiv preprint arXiv:2208.12838, 2022
2022
Numerical Solutions to Stochastic Control Problems: When Monte Carlo Simulation Meets Nonparametric Regression
Z Shen
University of Waterloo, 2019
2019
Systém momentálně nemůže danou operaci provést. Zkuste to znovu později.
Články 1–5