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Researcher
Jing Yao
- Keywords:Economics and applied economics
Affiliations
- Business (Department)
Member
From8 Apr 2019 → 30 Apr 2020 - Faculty of Economic and Social Sciences and Solvay Business School (Faculty)
Member
From22 Jun 2017 → 7 Sep 2017 - Business (Department)
Member
From1 May 2017 → 30 Apr 2020 - Business (Department)
Member
From1 Oct 2013 → 30 Sep 2018 - Applied Economics (Department)
Member
From1 Oct 2011 → 30 Sep 2013
Projects
1 - 1 of 1
- Dependence Concepts, Stein's Identity and Conditional Expectation: A Theoretical Analysis and Exploration of Applications in Finance and InsuranceFrom1 Oct 2015 → 30 Sep 2018Funding: FWO fellowships
Publications
1 - 5 of 5
- Closed-form approximations for spread options in Levy markets(2019)
Authors: Jente Emiel Van Belle, Steven Vanduffel, Jing Yao
Pages: 732-746 - A stein type lemma for the multivariate generalized hyperbolic distribution(2017)
Authors: Steven Vanduffel, Jing Yao
Pages: 606-612 - Some Stein-types Inequalities for Multivariate Elliptical Distributions and Applications(2015)
Authors: Zinoviy Landsman, Steven Vanduffel, Jing Yao
Pages: 54-62 - Using model-independent lower bounds to improve pricing of Asian style options in Levy markets(2014)
Authors: Griselda Deelstra, Gregory Rayee, Jing Yao
Pages: 237-276 - A note on Stein's lemma for multivariate elliptical distributions(2013)
Authors: Zinoviy Landsman, Jing Yao
Pages: 2016-2022