Zhenyu Cui

Identifiers

• name variant Zhenyu Cui 0.60 · backfill

Papers (9)

1. Do Agents Think Deeper? A Mechanistic Investigation of Layer-Wise Dynamics in Sequential Planning cs.AI · 2026 · author #1
2. Rough Heston model as the scaling limit of bivariate cumulative heavy-tailed INAR processes: Weak-error bounds and option pricing math.PR · 2025 · author #2
3. On "A General Framework for Pricing Asian Options Under Markov Processes" q-fin.PR · 2016 · author #1
4. Omega risk model with tax q-fin.RM · 2014 · author #1
5. A new proof of an Engelbert-Schmidt type zero-one law for time-homogeneous diffusions math.PR · 2013 · author #1
6. Stochastic areas of diffusions and applications in risk theory q-fin.RM · 2013 · author #1
7. Convergence of the discrete variance swap in time-homogeneous diffusion models q-fin.PR · 2013 · author #2
8. On the martingale property in stochastic volatility models based on time-homogeneous diffusions math.PR · 2013 · author #2
9. Prices and Asymptotics for Discrete Variance Swaps q-fin.PR · 2013 · author #2

Mentions

• 1403.7680 #1 · backfill · confidence 0.70 Zhenyu Cui
• 1312.2149 #1 · backfill · confidence 0.70 Zhenyu Cui
• 1312.0283 #1 · backfill · confidence 0.70 Zhenyu Cui
• 1310.0099 #2 · backfill · confidence 0.70 Zhenyu Cui
• 1310.0092 #2 · backfill · confidence 0.70 Zhenyu Cui
• 2605.27935 #1 · arxiv_oai · confidence 0.70 Zhenyu Cui
• 1305.7092 #2 · backfill · confidence 0.70 Zhenyu Cui

Frequent Coauthors

• Carole Bernard 3 shared papers
• Don McLeish 2 shared papers
• Chihoon Lee 1 shared papers
• Lingjiong Zhu 1 shared papers
• Xiangzhong Luo 1 shared papers
• Yanchu Liu 1 shared papers
• Yingli Wang 1 shared papers