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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
A nonparametric specification test for the volatility functions of diffusion processes 期刊论文
ECONOMETRIC REVIEWS, 2019, 卷号: 38, 期号: 5, 页码: 557-576
作者:  Chen, Qiang;  Hu, Meidi;  Song, Xiaojun
收藏  |  浏览/下载：28/0  |  提交时间：2019/08/22
Tip Pricing of Jump Propagation: Evidence from Spot and Options Markets 期刊论文
MANAGEMENT SCIENCE, 2019, 卷号: 65, 期号: 5, 页码: 2360-2387
作者:  Du, Du;  Luo, Dan
收藏  |  浏览/下载：19/0  |  提交时间：2019/08/22
Goodness-of-Fit Test in Multivariate Jump Diffusion Models 期刊论文
JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 卷号: 37, 期号: 2, 页码: 275-287
作者:  Zhang, Shulin;  Zhou, Qian M.;  Zhu, Dongming;  Song, Peter X. -K.
收藏  |  浏览/下载：21/0  |  提交时间：2019/08/22
Impacts of wind fields on the distribution patterns of traffic emitted particles in urban residential areas 期刊论文
TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2019, 卷号: 68, 页码: 122-136
作者:  Li, Bai;  Li, Xiao-Bing;  Li, Chao;  Zhu, Yi;  Peng, Zhong-Ren
收藏  |  浏览/下载：19/0  |  提交时间：2019/08/22
Financial Risk Contagion in Stock Markets: Causality and Measurement Aspects 期刊论文
SUSTAINABILITY, 2019, 卷号: 11, 期号: 5
作者:  Xu, Guoxiang;  Gao, Wangfeng
收藏  |  浏览/下载：20/0  |  提交时间：2019/08/22
An Effective Algorithm for Delay Fractional Convection-Diffusion Wave Equation Based on Reversible Exponential Recovery Method 期刊论文
IEEE ACCESS, 2019, 卷号: 7, 页码: 5554-5563
作者:  Li, Tingyue;  Zhang, Qifeng;  Niazi, Wahidullah;  Xu, Yinghong;  Ran, Maohua
收藏  |  浏览/下载：4/0  |  提交时间：2019/08/22
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach 期刊论文
MATHEMATICS OF OPERATIONS RESEARCH, 2018, 卷号: 43, 期号: 2, 页码: 347-376
作者:  Jin, Xing;  Luo, Dan;  Zeng, Xudong
收藏  |  浏览/下载：7/0  |  提交时间：2019/08/22
ON THE INFERENCE ABOUT THE SPECTRAL DISTRIBUTION OF HIGH-DIMENSIONAL COVARIANCE MATRIX BASED ON HIGH-FREQUENCY NOISY OBSERVATIONS 期刊论文
ANNALS OF STATISTICS, 2018, 卷号: 46, 期号: 2, 页码: 500-525
作者:  Xia, Ningning;  Zheng, Xinghua
收藏  |  浏览/下载：5/0  |  提交时间：2019/08/22

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