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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:10/0
  |  
提交时间:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
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
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  |  
浏览/下载:27/0
  |  
提交时间:2019/08/22
Option pricing
hidden Markov chain
discrete dividend
regime switching
jump diffusion model
Weighing asset pricing factors: a least squares model averaging approach
期刊论文
QUANTITATIVE FINANCE, 2019
作者:
Qiu, Yue
;
Ren, Yu
;
Xie, Tian
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  |  
浏览/下载:10/0
  |  
提交时间:2019/08/22
Asset pricing
HJ-distance
Model averaging
Model screening
Optimization of competitive facility location for chain stores
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 273, 页码: 187-205
作者:
Shan, Wenxuan
;
Yan, Qianqian
;
Chen, Chao
;
Zhang, Mengjie
;
Yao, Baozhen
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2019/12/02
Competitive facility location
Bi-level model
Pricing game
Nash equilibrium
Chain stores
The effect of new metro stations on local land use and housing prices: The case of Wuhan, China
期刊论文
JOURNAL OF TRANSPORT GEOGRAPHY, 2019, 卷号: 79
作者:
Tan, Ronghui
;
He, Qingsong
;
Zhou, Kehao
;
Xie, Peng
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  |  
浏览/下载:12/0
  |  
提交时间:2019/12/05
Metro station proximity
Land use
Housing price
Hedonic pricing model
Profit Maximization for Cloud Brokers in Cloud Computing
期刊论文
IEEE Transactions on Parallel & Distributed Systems, 2019, 卷号: Vol.30 No.1, 页码: 190-203
作者:
Jing Mei
;
Kenli Li
;
Zhao Tong
;
Qiang Li
;
Keqin Li
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  |  
浏览/下载:10/0
  |  
提交时间:2019/12/13
Cloud Computing
Pricing
Data Centers
Optimization
Computational Modeling
Time Factors
Cloud Broker
Cloud Computing
Cost Reduction
Profit Maximization
Queue Model
Service Demand
VM Configuration
VM Pricing
Optimization of competitive facility location for chain stores
期刊论文
ANNALS OF OPERATIONS RESEARCH, 2019, 卷号: 273, 页码: 187-205
作者:
Shan, Wenxuan
;
Yan, Qianqian
;
Chen, Chao
;
Zhang, Mengjie
;
Yao, Baozhen
收藏
  |  
浏览/下载:22/0
  |  
提交时间:2019/12/30
Competitive facility location
Bi-level model
Pricing game
Nash equilibrium
Chain stores
Remanufacturing Decisions with WTP Discrepancy and Uncertain Quality of Product Returns
期刊论文
SUSTAINABILITY, 2018, 卷号: 10, 期号: 7, 页码: 23
作者:
Shu, Tong
;
Xu, Jiajia
;
Chen, Shou
;
Wang, Shouyang
;
Lai, Kin Keung
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  |  
浏览/下载:28/0
  |  
提交时间:2018/10/07
remanufacturing
quality coefficients
willingness to pay
game model
production pricing decision
Impacts of Street-Visible Greenery on Housing Prices: Evidence from a Hedonic Price Model and a Massive Street View Image Dataset in Beijing
期刊论文
ISPRS INTERNATIONAL JOURNAL OF GEO-INFORMATION, 2018, 卷号: 7, 期号: 3, 页码: -
作者:
Zhang, Yonglin
;
Dong, Rencai
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  |  
浏览/下载:15/0
  |  
提交时间:2019/06/17
street greenery
visual perception
hedonic pricing model
horizontal green view index
amenity value
real estate value
Impacts of Street-Visible Greenery on Housing Prices Evidence from a Hedonic Price Model and a Massive Street View Image Dataset in Beijing
期刊论文
ISPRS INTERNATIONAL JOURNAL OF GEO-INFORMATION, 2018, 卷号: 7, 期号: 3, 页码: -
作者:
Zhang, Yonglin
;
Dong, Rencai
收藏
  |  
浏览/下载:12/0
  |  
提交时间:2019/06/18
street greenery
visual perception
hedonic pricing model
horizontal green view index
amenity value
real estate value
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