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Valuing equity-linked guaranteed minimum death benefits with European-style Asian payoffs under a regime switching jump-diffusion model 期刊论文
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:  Wang, Yayun;  Liu, Shengda
收藏  |  浏览/下载：2/0  |  提交时间：2023/12/21
Revisit the Rate of Tidal Disruption Events: The Role of the Partial Tidal Disruption Event 期刊论文
ASTROPHYSICAL JOURNAL, 2022, 卷号: 933, 期号: 1
作者:  Zhong SY(钟诗言);  Li, Shuo;  Berczik, Peter;  Spurzem, Rainer
收藏  |  浏览/下载：20/0  |  提交时间：2022/07/18
Portfolio Selection Based on Bayesian Theory 期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2019, 卷号: 2019, 页码: 11
作者:  Zhao, Daping;  Fang, Yong;  Zhang, Chaoliang;  Wang, Zongrun
收藏  |  浏览/下载：13/0  |  提交时间：2020/05/24
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:  Cui, Xiangyu;  Gao, Jianjun;  Shi, Yun;  Zhu, Shushang
收藏  |  浏览/下载：37/0  |  提交时间：2019/08/22
Option pricing based on a regime switching dividend process 期刊论文
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2019
作者:  Yan, HuaHui;  Chen, Qihong;  Shu, HuiSheng
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
QUANTITATIVE FINANCE, 2019, 卷号: 19, 期号: 6, 页码: 1061-1073
作者:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
收藏  |  浏览/下载：24/0  |  提交时间：2019/08/22
Regime switching effect of financial development on energy intensity: Evidence from Markov-switching vector error correction model 期刊论文
Energy Policy, 2019, 卷号: 135
作者:  Pan, Xiongfeng;  Uddin, Md. Kamal;  Saima, Umme;  Guo, Shucen;  Guo, Ranran
收藏  |  浏览/下载：7/0  |  提交时间：2019/12/02
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
International Review of Economics & Finance, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Yue-Jun Zhang;  Ting Yao;  Ling-Yun He;  Ronald Ripple
收藏  |  浏览/下载：1/0  |  提交时间：2019/12/13
Real options under a double exponential jump-diffusion model with regime switching and partial information 期刊论文
Quantitative Finance, 2019, 卷号: Vol.19 No.6, 页码: 1061-1073
作者:  Pengfei Luo;  Jie Xiong;  Jinqiang Yang;  Zhaojun Yang
收藏  |  浏览/下载：12/0  |  提交时间：2019/12/17
Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models? 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2019, 卷号: Vol.59, 页码: 302-317
作者:  Zhang, YJ;  Yao, T;  He, LY;  Ripple, R
收藏  |  浏览/下载：10/0  |  提交时间：2019/12/17

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