Ju-Yi Yen
Identifiers
- name variant Ju-Yi Yen 0.60 · backfill
Papers (4)
- Detailed study of a moving average trading rule q-fin.ST · 2019 · author #3
- Information ratio analysis of momentum strategies q-fin.ST · 2014 · author #3
- Measuring the "non-stopping timeness" of ends of previsible sets math.PR · 2008 · author #1
- Call option prices based on Bessel processes math.PR · 2008 · author #1
Mentions
Frequent Coauthors
- A. Christian Silva 2 shared papers
- Fernando F. Ferreira 2 shared papers
- Marc Yor 2 shared papers