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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:7/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
Increased Summer European Heatwaves in Recent Decades: Contributions From Greenhouse Gases-Induced Warming and Atlantic Multidecadal Oscillation-Like Variations
期刊论文
EARTHS FUTURE, 2023, 卷号: 11, 期号: 8, 页码: 20
作者:
Luo, Binhe
;
Luo, Dehai
;
Zhuo, Wenqing
;
Xiao, Cunde
;
Dai, Aiguo
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2023/12/13
Summer heatwaves
greenhouse gases warming
Atlantic Multidecadal Oscillation
European blocking and Ural blocking
North Atlantic Oscillation
North Atlantic jet
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:22/0
  |  
提交时间:2020/05/24
Counterparty credit exposure
Explicit expressions
Forward
European Option
Two-phase structure of tropical hydroclimate during Heinrich Stadial 1 and its global implications
期刊论文
QUATERNARY SCIENCE REVIEWS, 2019, 卷号: 222, 页码: 15
作者:
Huang, Jie
;
Wan, Shiming
;
Li, Anchun
;
Li, Tiegang
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2020/09/21
Sunda shelf
Tropical ITCZ
HS1
European ice sheet
AMOC
Last deglaciation
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates.
期刊论文
Chaos, Solitons & Fractals, 2019, 卷号: Vol.123, 页码: 59-68
作者:
Ma, Chaoqun
;
Ma, Zonggang
;
Xiao, Shisong
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2019/12/13
Credit risk
Derivatives
European options
Mellin transform
Pricing
Comprehensive review on structure and operation of virtual power plant in electrical system
期刊论文
IET GENERATION TRANSMISSION & DISTRIBUTION, 2019, 卷号: Vol.13 No.2, 页码: 145-156
作者:
Zhang, Gao
;
Jiang, Chuanwen
;
Wang, Xu
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  |  
浏览/下载:13/0
  |  
提交时间:2019/12/17
optimisation
power markets
distributed power generation
investment
renewable energy sources
energy management systems
VPP
energy sources
comprehensive review
virtual power plant
distributed energy resources
consumption difficulty
investment obstacle
effective integration
management technology
renewable energy future development
electricity market
energy management techniques
active distribution network
European electricity markets
market diversity
bidding strategy optimisation problems
A closed-form pricing formula for vulnerable European options under stochastic yield spreads and interest rates
期刊论文
CHAOS SOLITONS & FRACTALS, 2019, 卷号: Vol.123, 页码: 59-68
作者:
Ma, CQ
;
Ma, ZG
;
Xiao, SS
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  |  
浏览/下载:3/0
  |  
提交时间:2019/12/17
European options
Derivatives
Credit risk
Pricing
Mellin transform
An anthropocosmic view: what Confucian traditions can teach us about the past and future of Chinese higher education
期刊论文
HIGHER EDUCATION, 2019, 卷号: 77, 页码: 423-436
作者:
Lu, Ying
;
Jover, Gonzalo
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  |  
浏览/下载:8/0
  |  
提交时间:2019/12/30
Chinese higher education
The European university
Anthropocosmic view
Confucian traditions
A Chinese model of the university
Spatial characteristics of deep-developed boundary layers and numerical simulation applicability over arid and semi-arid regions in Northwest China
期刊论文
Atmosphere, 2019, 卷号: 10, 期号: 4
作者:
Ma, Minjin
;
Tan, Ziyuan
;
Ding, Fan
;
Chen, Yue
;
Yang, Yi
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2020/11/14
Arid regions
Boundary layer flow
Numerical models
Weather forecasting
Arid and semi-arid regions
Boundary layer heights
European centre for medium-range weather forecasts
NorthWest China
Parameterization schemes
Seasonal variation
Spatial characteristics
Weather research forecasts
A multi-lake comparative analysis of the General Lake Model (GLM): Stress-testing across a global observatory network
期刊论文
ENVIRONMENTAL MODELLING & SOFTWARE, 2018, 卷号: 102, 期号: 0, 页码: 274-291
作者:
Vincon-Leite, B (Vincon-Leite, Brigitte)
;
Bruce, LC (Bruce, Louise C.)
;
Frassl, MA (Frassl, Marieke A.)
;
Arhonditsis, GB (Arhonditsis, George B.)
;
Gal, G (Gal, Gideon)
收藏
  |  
浏览/下载:79/0
  |  
提交时间:2019/06/13
Bayesian Hierarchical Framework
Aquatic Biogeochemical Models
Central-european Lake
Sub-alpine Lake
Climate-change
Thermal Structure
Ecological State
Temperate Lakes
Regime Shifts
Dyresm-caedym
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