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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
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
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:16/0
  |  
提交时间:2022/07/25
Ego-efficient Lane Changes
Traffic Flow Impacts
Microscopic Simulation
Reinforcement Learning
The role and mechanism of commercial macroalgae for soil conditioner and nutrient uptake catalyzer
期刊论文
PLANT GROWTH REGULATION, 2022, 页码: 22
作者:
Ma, Chen
;
Song, Wanlin
;
Yang, Jianchao
;
Ren, Chenggang
;
Du, Hong
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2022/08/13
Fertilizer
Efficiency
Macroalgae
Soil amendment
Nutrient uptake
Calendar anomalies in passion investments: Price patterns and profit opportunities
期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 61
作者:
Plastun, Alex
;
Bouri, Elie
;
Havrylina, Ahniia
;
Ji, Qiang
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  |  
浏览/下载:0/0
  |  
提交时间:2023/05/30
Diamonds
Fine wine
Stamps
Fine art
Calendar anomalies
Trading strategies
Game Starts at GameStop: Characterizing the Collective Behaviors and Social Dynamics in the Short Squeeze Episode
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 14
作者:
Zheng, Xiaolong
;
Tian, Hu
;
Wan, Zhe
;
Wang, Xiao
;
Zeng, Daniel Dajun
收藏
  |  
浏览/下载:40/0
  |  
提交时间:2022/01/27
Social networking (online)
Dictionaries
Stock markets
Investment
Games
Analytical models
Market research
Dynamic interaction network
financial market
GameStop
short squeeze
social network analysis
Polysaccharides from traditional Asian food source and their antitumor activity
期刊论文
JOURNAL OF FOOD BIOCHEMISTRY, 2021, 页码: 9
作者:
Yang, Shengfeng
;
Chen, Xingyu
;
Sun, Jing
;
Qu, Chengming
;
Chen, Xiaolin
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2021/12/01
antitumor activity
polysaccharides
traditional Asian food source
Exploring the impacts of the inequality of water permit allocation and farmers' behaviors on the performance of an agricultural water market
期刊论文
JOURNAL OF HYDROLOGY, 2021, 卷号: 599, 页码: 16
作者:
Du, Erhu
;
Cai, Ximing
;
Wu, Feng
;
Foster, Timothy
;
Zheng, Chunmiao
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2021/11/05
Water permit allocation
Gini coefficient
Agent-based model
Farmers' behaviors
Agricultural water market
Energy-efficient Collaborative Sensing: Learning the Latent Correlations of Heterogeneous Sensors
期刊论文
ACM TRANSACTIONS ON SENSOR NETWORKS, 2021, 卷号: 17, 期号: 3, 页码: 28
作者:
Liang, Yunji
;
Wang, Xin
;
Yu, Zhiwen
;
Guo, Bin
;
Zheng, Xiaolong
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2022/06/10
Energy efficiency
latent correlation learning
collaboration sensing
internet of things
temporal convolutional network
attention mechanism
multi-task learning
A large-scale shift of cropland structure profoundly affects grain production in the cold region of China
期刊论文
JOURNAL OF CLEANER PRODUCTION, 2021, 卷号: 307, 页码: 13
作者:
Pan, Tao
;
Zhang, Chi
;
Kuang, Wenhui
;
Luo, Geping
;
Du, Guoming
收藏
  |  
浏览/下载:31/0
  |  
提交时间:2021/08/19
Land transformation
Grain production
Food structural security
State and private farms
Cold China
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