Concepedia

Yingda Song

YS

5

Publications

281

Citations

5

H-Index

2015

Active since

Affiliations

Hong Kong University of Science and Technology(Current)

Shanghai Jiao Tong University

National University of Singapore

Yingda Song is an author at Hong Kong University of Science and Technology specializing in asset pricing, engineering, and business.

Top concepts

BusinessEngineeringAsset PricingOption PricingFinanceStochastic CalculusStochastic SimulationMultivariate Stochastic VolatilitySimulationProbability

Publications per year

2015–2023

5

Publications

5

A General Framework for Pricing Asian Options Under Markov Processes

Ning Cai, Yingda Song, Steven Kou · Operations Research · 2015 · 105 citations

Engineering, Double Transform, Asian Option Price +16

Gender-specific effects of oxidative balance score on the prevalence of diabetes in the US population from NHANES

Cuiling Wu, Chenxia Ren, Yingda Song et al. · Frontiers in Endocrinology · 2023 · 74 citations · Full text

Exact Simulation of the SABR Model

Ning Cai, Yingda Song, Nan Chen · Operations Research · 2017 · 58 citations

Volatility Modeling, Engineering, Computational Model +21

Computable Error Bounds of Laplace Inversion for Pricing Asian Options

Yingda Song, Ning Cai, Steven Kou · INFORMS journal on computing · 2018 · 28 citations

Numerical Analysis, Engineering, Markov Chain Monte Carlo +17

A Unified Framework for Computing Regime-Switching Models

Ning Cai, Steven Kou, Yingda Song · SSRN Electronic Journal · 2019 · 16 citations · Full text

Rows per page

1–5 of 5