| Exponential asymptotics for nonlinearly perturbed renewal equation with non-polynomial perturbations Y Ni, D Silvestrov, A Malyarenko Journal of Numerical and Applied Mathematics 96 (1), 173-197, 2008 | 26 | 2008 |
| Nonlinearly perturbed renewal equations: asymptotic results and applications Y Ni Mälardalen University, 2011 | 21 | 2011 |
| ANALYTICAL AND NUMERICAL STUDIES OF PERTURBED RENEWAL EQUATIONS WITH MULTIVARIATE NON-POLYNOMIAL PERTURBATIONS. Y Ni Journal of Applied Quantitative Methods 5 (3), 2010 | 14 | 2010 |
| Exponential asymptotical expansions for ruin probability in a classical risk process with non-polynomial perturbations Y Ni Modern Problems in Insurance Mathematics, 69-93, 2014 | 13 | 2014 |
| Nonlinearly perturbed renewal equations: the non-polynomial case Y Ni THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS 84, 111-122, 2011 | 13 | 2011 |
| Numerical studies on asymptotics of European option under multiscale stochastic volatility B Canhanga, A Malyarenko, JP Murara, Y Ni, S Silvestrov Methodology and Computing in Applied Probability 19, 1075-1087, 2017 | 8 | 2017 |
| Perturbation methods for pricing European options in a model with two stochastic volatilities B Canhanga, A Malyarenko, Y Ni, S Silvestrov 3rd Stochastic Modeling Techniques and Data Analysis (SMTDA) International …, 2015 | 6 | 2015 |
| An arbitrage‐free large market model for forward spread curves H Nohrouzian, Y Ni, A Malyarenko Applied Modeling Techniques and Data Analysis 2: Financial, Demographic …, 2021 | 4 | 2021 |
| Second order asymptotic expansion for pricing European options in a model with two stochastic volatilities B Canhanga, A Malyarenko, Y Ni, S Silvestrov 16th ASMDA Conference, 37-52, 2015 | 4 | 2015 |
| Analytical and numerical studies on the second-order asymptotic expansion method for European option pricing under two-factor stochastic volatilities B Canhanga, A Malyarenko, Y Ni, M Rančić, S Silvestrov Communications in Statistics-Theory and Methods 47 (6), 1328-1349, 2018 | 3 | 2018 |
| Constructing trinomial models based on cubature method on Wiener space: Applications to pricing financial derivatives H Nohrouzian, A Malyarenko, Y Ni arXiv preprint arXiv:2204.10692, 2022 | 2 | 2022 |
| Asymptotics of implied volatility in the Gatheral double stochastic volatility model M Albuhayri, A Malyarenko, S Silvestrov, Y Ni, C Engström, F Tewolde, ... Applied Modeling Techniques and Data Analysis 2: Financial, Demographic …, 2021 | 2 | 2021 |
| Properties of American-type Options under a Markovian Regime Switching Model M Dimitrov, L Jin, Y Ni 6th Stochastic Modeling Techniques and Data Analysis International …, 2020 | 2 | 2020 |
| Valuation and optimal strategies for American options under a Markovian regime-switching model L Jin, M Dimitrov, Y Ni International Conference on Stochastic Processes and Algebraic Structures …, 2019 | 2 | 2019 |
| Approximation methods of European option pricing in multiscale stochastic volatility model Y Ni, B Canhanga, A Malyarenko, S Silvestrov AIP Conference Proceedings 1798 (1), 2017 | 2 | 2017 |
| Numerical methods on European option second order asymptotic expansions for multiscale stochastic volatility B Canhanga, Y Ni, M Rančić, A Malyarenko, S Silvestrov AIP Conference Proceedings 1798 (1), 2017 | 2 | 2017 |
| BSDE–θ Scheme for Heston Model: Valuation of American Options M Dimitrov, AH Berta, A Bachouch, C Ewald, Y Ni | 1 | 2024 |
| Pricing Financial Derivatives in the Hull-White Model Using Cubature Methods on Wiener Space H Nohrouzian, A Malyarenko, Y Ni John Wiley & Sons, 2022 | 1 | 2022 |
| Numerical studies of implied volatility expansions under the Gatheral model M Dimitrov, M Albuhayri, Y Ni, A Malyarenko ISTE Ltd, 2022 | 1 | 2022 |
| Properties of American options under a Markovian regime switching model M Dimitrov, L Jin, Y Ni Communications in Statistics: Case Studies, Data Analysis and Applications 7 …, 2021 | 1 | 2021 |
