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浏览/检索结果: 共7条，第1-7条 帮助 限定条件 内容类型：其他     已选(0)清除 条数/页：5101520253035404550556065707580859095100   排序方式：请选择作者升序作者降序题名升序题名降序发表日期升序发表日期降序提交时间升序提交时间降序 Double-jump diffusion model for VIX: evidence from VVIX 其他 2017-01-01 Zang, Xin; Ni, Jun; Huang, Jing-Zhi; Wu, Lan 收藏  |  浏览/下载：6/0  |  提交时间：2017/12/03 Volatility indices  Volatility proxy  Co-jump  Monte Carlo Markov chain  Bayesian analysis  STOCHASTIC VOLATILITY MODELS  TERM STRUCTURE  OPTION PRICES  DERIVATIVES   Occupation times of Levy-driven Ornstein-Uhlenbeck processes with two-sided exponential jumps and applications 其他 2017-01-01 Zhou, Jiang; Wu, Lan; Bai, Yang 收藏  |  浏览/下载：5/0  |  提交时间：2017/12/03 Ornstein-Uhlenbeck process  Occupation times  Exit problem  DIFFUSION-PROCESSES  STEP OPTIONS  EXIT TIMES   Double-diffusive natural convective boundary-layer flow of a nanofluid over a stretching sheet with magnetic field 其他 2016-01-01 Akbar, Noreen; Khan, Z.; Nadeem, S.; Khan, W. 收藏  |  浏览/下载：8/0  |  提交时间：2017/12/03 Magnetic field  Nanofluid  Natural convection  Double diffusion  Buongiorno model  Linearly stretching sheet  STAGNATION POINT FLOW  CHENG-MINKOWYCZ PROBLEM  HEAT-TRANSFER  POROUS-MEDIUM  THERMAL-CONDUCTIVITY  VERTICAL PLATE  RADIATION  SURFACE  MEDIA  MODEL   Valuing equity-linked death benefits with a threshold expense strategy 其他 2015-01-01 Zhou, Jiang; Wu, Lan 收藏  |  浏览/下载：5/0  |  提交时间：2017/12/03 Equity-linked products  Guaranteed minimum death benefits  Threshold expense strategy  Refracted Levy process  Ito&apos  VARIABLE ANNUITY GUARANTEES  STATE-DEPENDENT FEES  OPTIONS  MODELS  s formula   Occupation times of refracted double exponential jump diffusion processes 其他 2015-01-01 Zhou, Jiang; Wu, Lan 收藏  |  浏览/下载：3/0  |  提交时间：2017/12/03 Occupation times  Refracted Levy process  Laplace transform  Two-sided exit problem  1ST PASSAGE TIMES  LEVY PROCESSES   A surface potential based quasi-ballistic double gate MOSFET model 其他 2015-01-01 Huang, Jin; Zhang, Ganggang; Liu, Xiaoyan; Du, Gang 收藏  |  浏览/下载：5/0  |  提交时间：2017/12/03 An elevated source/drain-on-insulator structure to maximize the intrinsic performance of extremely scaled MOSFETs 其他 2003-01-01 Zhang, Zhikuan; Zhang, Shengdong; Feng, Chuguang; Chan, Mansun 收藏  |  浏览/下载：3/0  |  提交时间：2017/12/03