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Author

Yuhang Yao

Observed name: Yao, Yuhang
ORCID: 0009-0000-1708-347X
Observed ORCID: 0009-0000-1708-347X
OpenAlex ID: A5015477451
Option pricing under market maker's inventory risk: A case study of China
2024 · Zhijian Deng, Yuhang Yao · Finance research letters · 4
Adaptive Neural Control for a Class of Random Fractional-Order Multi-Agent Systems with Markov Jump Parameters and Full State Constraints
2024 · Yuhang Yao, Jiaxin Yuan, et al. · Fractal and Fractional · 4
Fixed-time resource allocation algorithm for high-order MIMO nonlinear multi-agent systems
2024 · Lun Li, Hui Yang, et al. · Journal of the Franklin Institute · 3
Distributed convex optimization of bipartite containment control for high-order nonlinear uncertain multi-agent systems with state constraints
2023 · Yuhang Yao, Jiaxin Yuan, et al. · Mathematical Biosciences & Engineering · 2
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Tighter Bounds for Implied Volatility With the Dirac Delta Family Method
2025 · Zhenyu Cui, Yanchu Liu, et al. · Journal of Futures Markets · 1
A Novel Model Predictive Control with Double Virtual Vector Modulation to Suppress Common Mode Voltage in Three-Level Inverter
2024 · Wu Zhou, Chen Zhang, et al. · IEEE China International Youth Conference on Electrical Engineering (CIYCEE) · 1
Joint arbitrage-free smoothing of American call and put options surfaces
2026 · Yuhang Yao, Zhenyu Cui, et al. · European Journal of Operational Research
Delta Sampling: Data-Free Knowledge Transfer Across Diffusion Models
2025 · Gao, Zhidong, Pan, Zimeng, et al. · arXiv (Cornell University)
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Approximate Analytical Pricing of European Options under the Non-affine Stochastic Volatility Model
2020 · Yuhang Yao, Youfa Sun, et al. · Journal of Physics Conference Series
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Key Technique of Almost Exact Simulation for Non-affine Heston Model
2020 · Xingyin Liang, Youfa Sun, et al. · Journal of Physics Conference Series
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Works count: 11
Citation count: 15
H-index: 3
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