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厦门大学 [4]
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Explicit expressions to counterparty credit exposures for Forward and European Option
期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 卷号: 52, 页码: 14
作者:
Li, Shuang
;
Peng, Cheng
;
Bao, Ying
;
Zhao, Yanlong
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2020/05/24
Counterparty credit exposure
Explicit expressions
Forward
European Option
Well-Posedness and Finite Element Approximations for Elliptic SPDEs with Gaussian Noises
期刊论文
数学研究通讯:英文版, 2020, 卷号: 36.0, 期号: 002, 页码: 113-127
作者:
Yanzhao Cao
;
Jialin Hong
;
Zhihui Liu
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2021/01/14
Elliptic
stochastic
partial
differential
equation
spectral
approximations
finite
element
approximations
power-law
noise
Exact solutions of the vertical gravitational anomaly for a polyhedral prism with vertical polynomial density contrast of arbitrary orders
期刊论文
GEOPHYSICAL JOURNAL INTERNATIONAL, 2018, 卷号: 214, 期号: 3, 页码: 2115-2132
作者:
Chen, Chaojian
;
Ren, Zhengyong
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  |  
浏览/下载:43/0
  |  
提交时间:2018/09/27
Geopotential theory
Gravity anomalies and Earth structure
Numerical approximations and analysis
Numerical modelling
Numerical solutions
Vibration identification based on Levenberg-Marquardt optimization for mitigation in adaptive optics systems
期刊论文
APPLIED OPTICS, 2018, 卷号: 57, 期号: 11, 页码: 2820-2826
作者:
Yang, Kangjian
;
Yang, Ping
;
Chen, Shanqiu
;
Wang, Shuai
;
Lianghua, W.E.N.
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  |  
浏览/下载:32/0
  |  
提交时间:2019/08/23
Least squares approximations
Robustness (control systems)
Efficient closed-form estimator for joint elliptic and hyperbolic localisation in multistatic system
期刊论文
ELECTRONICS LETTERS, 2018, 卷号: 54, 页码: 525-526
作者:
Qin, Zhaotao
;
Wei, Shaoming
;
Wang, Jun
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/30
time-of-arrival estimation
direction-of-arrival estimation
least squares approximations
maximum likelihood estimation
simulation results
Cramer-Rao lower bound accuracy
Gaussian measurement noise
acoustic array system
efficient closed-form estimator
joint elliptic localisation
hyperbolic localisation
multistatic system
target localisation problem
BR
time difference
arrival measurements
TDOA
multistatic localisation system
ellipse
hyperbola
target resides
quadratic c
Mass functions from the excursion set model
期刊论文
ASTRONOMY & ASTROPHYSICS, 2017, 卷号: 607, 页码: 6
作者:
Hiotelis, Nicos
;
Del Popolo, Antonino
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  |  
浏览/下载:21/0
  |  
提交时间:2018/05/31
cosmology: theory
dark matter
EFFICIENT SPECTRAL SPARSE GRID APPROXIMATIONS FOR SOLVING MULTI-DIMENSIONAL FORWARD BACKWARD SDES
期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS-SERIES B, 2017, 卷号: 22, 期号: 9, 页码: 3439-3458
作者:
Fu, Yu
;
Zhao, Weidong
;
Zhou, Tao
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  |  
浏览/下载:23/0
  |  
提交时间:2018/07/30
Spectral method
sparse grid approximations
forward backward stochastic differential equations
conditional expectations
fast Fourier transform
APPROXIMATING STOCHASTIC EVOLUTION EQUATIONS WITH ADDITIVE WHITE AND ROUGH NOISES
期刊论文
SIAM JOURNAL ON NUMERICAL ANALYSIS, 2017, 卷号: 55, 期号: 4, 页码: 1958-1981
作者:
Cao, Yanzhao
;
Hong, Jialin
;
Liu, Zhihui
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  |  
浏览/下载:15/0
  |  
提交时间:2018/07/30
stochastic evolution equation
fractional Brownian motion
Wong-Zakai approximation
Galerkin approximation
A Segmentation Approach for Stochastic Geological Modeling Using Hidden Markov Random Fields
期刊论文
MATHEMATICAL GEOSCIENCES, 2017
Wang, Hui
;
Wellmann, J. Florian
;
Li, Zhao
;
Wang, Xiangrong
;
Liang, Robert Y.
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2017/12/03
Geological modeling
Geostatistics
Uncertainty quantification
Gibbs sampling
Heterogeneity
STATISTICAL-ANALYSIS
IMAGE SEGMENTATION
MR-IMAGES
HETEROGENEITY
QUANTIFICATION
CLASSIFICATION
APPROXIMATIONS
INTERPOLATION
UNCERTAINTIES
SEPARABILITY
Mode identification of low-frequency oscillations in power systems based on fourth-order mixed mean cumulant and improved TLS-ESPRIT algorithm
期刊论文
IET GENERATION TRANSMISSION & DISTRIBUTION, 2017, 卷号: 11, 页码: 3739-3748
作者:
Jin, Tao
;
Liu, Siyi
;
Flesch, Rodolfo C. C.
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  |  
浏览/下载:10/0
  |  
提交时间:2019/11/21
Gaussian noise
least squares approximations
TLS-ESPRIT algorithm
singular value change rate
signal identification
Gaussian white noise
white noise
power systems
low-frequency oscillation mode identification
total least square-estimation parameter space rotation invariant technique
power system measurement
filtering theory
fourth-order mixed mean cumulant mathematical statistical method
signal detection
WAMS
power system single-channel measurement
signal denoising
higher order statistics
Gaussian coloured noise suppression
power system stability
wide area monitoring systems
Gaussian coloured noise
threshold-setting error avoidance
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