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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
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：9/0  |  提交时间：2023/02/07
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity 期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:  Duan, Pingtao;  Liu, Yuting;  Ma, Zhiming
收藏  |  浏览/下载：6/0  |  提交时间：2023/02/07
A Machine Learning Model to Classify Dynamic Processes in Liquid Water** 期刊论文
CHEMPHYSCHEM, 2022
作者:  Huang, Jie;  Huang, Gang;  Li, Shiben
收藏  |  浏览/下载：12/0  |  提交时间：2023/01/16
A simple FORCE-type centred scheme accurate for contact discontinuities: Application to compressible Euler flows 期刊论文
COMPUTERS & FLUIDS, 2021, 卷号: 227, 页码: 16
作者:  Hu, Lijun;  Yuan, Li
收藏  |  浏览/下载：94/0  |  提交时间：2021/10/26
Compensated projected Euler-Maruyama method for stochastic differential equations with superlinear jumps 期刊论文
APPLIED MATHEMATICS AND COMPUTATION, 2021, 卷号: 393, 页码: 11
作者:  Li, Min;  Huang, Chengming;  Chen, Ziheng
收藏  |  浏览/下载：49/0  |  提交时间：2021/04/26
Dividend optimization for jump-diffusion model with solvency constraints 期刊论文
OPERATIONS RESEARCH LETTERS, 2020, 卷号: 48, 期号: 2, 页码: 170-175
作者:  Li, Yongwu;  Li, Zhongfei;  Wang, Shouyang;  Xu, Zuo Quan
收藏  |  浏览/下载：30/0  |  提交时间：2020/06/30
Regular Dirichlet extensions of one-dimensional Brownian motion 期刊论文
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2019, 卷号: 55, 期号: 4, 页码: 1815-1849
作者:  Li, Liping;  Ying, Jiangang
收藏  |  浏览/下载：13/0  |  提交时间：2020/05/24
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

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