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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
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
Analyzing the Stock Volatility Spillovers in Chinese Financial and Economic Sectors
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2023, 卷号: 10, 期号: 1, 页码: 269-284
作者:
Li, Jingyu
;
Cheng, Lu
;
Zheng, Xiaolong
;
Wang, Fei-Yue
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/11/17
COVID-19
financial and economic system
network analysis
stock volatility spillover
variational mode decomposition (VMD)
Multi-Blockchain Based Data Trading Markets With Novel Pricing Mechanisms
期刊论文
IEEE/CAA Journal of Automatica Sinica, 2023, 卷号: 10, 期号: 12, 页码: 2222-2232
作者:
Juanjuan Li
;
Junqing Li
;
Xiao Wang
;
Rui Qin
;
Yong Yuan
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/10/31
Auction
data trading markets
multi-blockchain
pricing mechanisms
Generation of CRISPR/Cas9-mediated mutants in Monochasma savatieri using a hairy root system
期刊论文
INDUSTRIAL CROPS AND PRODUCTS, 2023, 卷号: 191
作者:
Bai, Chen
;
Cao, Yingping
;
Zhao, Siyi
;
Wu, Zhenying
;
Dai, Shaojun
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2023/12/01
Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
作者:
Shi, Ruoshi
;
Zhao, Yanlong
;
Bao, Ying
;
Peng, Cheng
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
Counterparty credit exposure
VaR
CVaR
Sensitivity
Greeks
Engineering membrane electrode assembly for advanced polymer electrolyte water electrolyzer
期刊论文
SCIENCE CHINA-MATERIALS, 2022, 页码: 30
作者:
Liu, Heming
;
Kang, Xin
;
Zhao, Taifeng
;
Zhang, Zhiyuan
;
Ge, Shiyu
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2022/09/16
water electrolysis
polymer electrolyte water electrolyser
membrane electrolyte assembly
electrocatalyst
A pioneering melamine foam-based electrode via facile synthesis as prospective direction for vanadium redox flow batteries
期刊论文
CHEMICAL ENGINEERING JOURNAL, 2022, 卷号: 439, 页码: 9
作者:
Zhang, Xihao
;
Zhang, Denghua
;
Xu, Zeyu
;
Zhang, Kaiyue
;
Zhang, Yifan
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2022/07/01
Melamine foam
N, P co-doped
Reduced graphene oxide
Electrode
Vanadium redox flow battery
Optimal trade-off of integrated river basin water resources allocation considering water market: A bi-level multi-objective model with conditional value-at-risk constraints
期刊论文
COMPUTERS & INDUSTRIAL ENGINEERING, 2022, 卷号: 169, 页码: 17
作者:
Tu, Yan
;
Shi, Hongwei
;
Zhou, Xiaoyang
;
Lev, Benjamin
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Integrated water resources management
River basin water resources allocation
CVaR
Water market
Bi-level multi-objective programming
Can financial crisis be detected? Laplacian energy measure
期刊论文
EUROPEAN JOURNAL OF FINANCE, 2022, 页码: 28
作者:
Huang, Chuangxia
;
Deng, Yunke
;
Yang, Xin
;
Yang, Xiaoguang
;
Cao, Jinde
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Financial crisis
complex network
Laplacian energy
network structure
seasonal-trend decomposition procedure based on loess (STL)
Ego-efficient lane changes of connected and automated vehicles with impacts on traffic flow
期刊论文
TRANSPORTATION RESEARCH PART C-EMERGING TECHNOLOGIES, 2022, 卷号: 138, 页码: 25
作者:
Wang, Yibing
;
Wang, Long
;
Guo, Jingqiu
;
Papamichail, Ioannis
;
Papageorgiou, Markos
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2022/07/25
Ego-efficient Lane Changes
Traffic Flow Impacts
Microscopic Simulation
Reinforcement Learning
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