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Author

Yihan Zou

Observed name: Zou, Yihan
ORCID: 0000-0002-3463-6774
Observed ORCID: 0000-0002-3463-6774
OpenAlex ID: A5034911087
A systematic review and meta-analysis of the effectiveness and safety of COVID-19 vaccination in older adults
2023 · Kun Xu, Zihan Wang, et al. · Frontiers in Immunology · 83
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Analytic formulas for futures and options for a linear quadratic jump diffusion model with seasonal stochastic volatility and convenience yield: Do fish jump?
2021 · Christian Ewald, Yihan Zou · European Journal of Operational Research · 28
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Stochastic Volatility: A Tale of Co-Jumps, Non-Normality, GMM and High Frequency Data
2019 · Christian Ewald, Yihan Zou · Journal of Empirical Finance · 5
Robust valuation and optimal harvesting of forestry resources in the presence of catastrophe risk and parameter uncertainty
2025 · Ankush Agarwal, Christian Oliver Ewald, et al. · European Journal of Operational Research · 3
On the predictive power of food commodity futures prices in forecasting inflation
2025 · Ankush Agarwal, Christian Oliver Ewald, et al. · Quantitative Finance · 3
On the role of uncertainty in timing environmental policies
2026 · Christian Oliver Ewald, Tiancheng Pei, et al. · Journal of Economic Dynamics and Control · 2
Deep Learning for Reflected BSDEs: Regularization and Error Analysis
2026 · Ruimeng Hu, Yihan Zou · SSRN Electronic Journal · 1
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Numerical approximation of RBSDEs via regularization
2026 · Agarwal, Ankush, Gobet, Emmanuel, et al. · HAL
Valuation of American options in ambiguous multifactor models
2026 · Ankush Agarwal, Christian Ewald, et al. · Quantitative Finance
Maritime Costs and Inflation: What Shipping Derivatives Markets Signal for Monetary Policy
2026 · Haowen Chi, Christian Oliver Ewald, et al. · SSRN Electronic Journal
Prospect Theory and AH Premium: Theoretical and Empirical Evidence
2026 · Jinpeng Liu, Yihan Zou · SSRN Electronic Journal
Multi-scale and Path Signature-informed Deep Learning for Intraday Volatility Forecasting
2026 · Ruolan Ouyang, Jie Yang, et al. · SSRN Electronic Journal
A Carr-Madan Type Projection Method for Evaluating Multidimensional Real Options
2026 · Christian Oliver Ewald, Tiancheng Pei, et al. · SSRN Electronic Journal
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Liquidity Risk, Jumps and the Pricing of Asian Options on Aluminum: Evidence from the London Metal Exchange
2025 · Chenfang Cao, Christian Oliver Ewald, et al. · SSRN Electronic Journal
A Computational Toolbox for Evaluating Commodity Project Investments under Ambiguity
2025 · Ankush Agarwal, Christian Oliver Ewald, et al. · SSRN Electronic Journal
ACF Lecture 1 - Primer on stochastic calculus
2025 · Yihan Zou
ACF Lecture 7 - Variance reduction methods
2025 · Yihan Zou
Stochastic modelling in volatility and its applications in derivatives
2020 · Zou, Yihan · Enlighten: Theses (The University of Glasgow)
Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Stochastic Convenience Yield and Seasonality: Do Fish Jump?
2019 · Christian-Oliver Ewald, Yihan Zou · SSRN Electronic Journal
Analytic Formulas for Futures and Options for a Linear Quadratic Jump Diffusion Model with Stochastic Convenience Yield and Seasonality: Do Fish Jump?
2019 · Christian-Oliver Ewald, Yihan Zou · SSRN Electronic Journal
Works count: 20
Citation count: 125
H-index: 3
I10-index: 2
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