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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：92/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
作者:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
收藏  |  浏览/下载：157/0  |  提交时间：2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
High order interface-penalty finite element methods for elliptic interface problems with Robin jump conditions 期刊论文
COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING, 2022, 卷号: 390, 页码: 24
作者:  Li, Xujing;  Zhang, Xiaodi;  Zhou, Xinxin
收藏  |  浏览/下载：143/0  |  提交时间：2022/06/21
Interface problem  Unfitted mesh  Interface-penalty finite element method  Robin jump conditions  Nitsche's method  
Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 13
作者:  Yang, Xin;  Chen, Shan;  Liu, Hong;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：169/0  |  提交时间：2021/04/26
Financial institution network  jump volatility  panel data regression model  
Markov Jump Processes in Estimating Sharing of Identity by Descent 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2021, 卷号: 37, 期号: 1, 页码: 183-191
作者:  Chen, Xian;  Guo, Wei;  Ni, Xu-min
收藏  |  浏览/下载：196/0  |  提交时间：2021/04/26
IBD sharing  structured coalescent theory  Markov jump process  Kolmogorov backward equation  
Systemic Importance of China's Financial Institutions: A Jump Volatility Spillover Network Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 15
作者:  Yang, Xin;  Zhao, Xian;  Gong, Xu;  Yang, Xiaoguang;  Huang, Chuangxia
收藏  |  浏览/下载：180/0  |  提交时间：2020/09/23
financial institution  complex network  jump volatility  entropy weight TOPSIS  
An overview on GNSS carrier-phase time transfer research 期刊论文
SCIENCE CHINA-TECHNOLOGICAL SCIENCES, 2020, 卷号: 63, 期号: 4, 页码: 589-596
作者:  Zhang, Ming;  Lu, JinHu;  Bai, ZhengDong;  Jiang, ZhiQi;  Chen, BoBo
收藏  |  浏览/下载：192/0  |  提交时间：2020/05/24
carrier phase (CP)  time transfer  day-boundary clock jump  ambiguity resolution (AR)  multi-system time transfer  real-time time transfer  
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：175/0  |  提交时间：2020/06/30
Dividend payment  Jump-diffusion  Solvency constraints  Barrier strategy  Partial integro-differential equation  
Refined basic couplings and Wasserstein-type distances for SDEs with Levy noises 期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2019, 卷号: 129, 期号: 9, 页码: 3129-3173
作者:  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载：228/0  |  提交时间：2020/01/10
Refined basic coupling  Levy jump process  Wasserstein-type distance  Strong ergodicity  
COUPLING BY REFLECTION AND HOLDER REGULARITY FOR NON-LOCAL OPERATORS OF VARIABLE ORDER 期刊论文
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY, 2019, 卷号: 371, 期号: 1, 页码: 431-459
作者:  Luo, Dejun;  Wang, Jian
收藏  |  浏览/下载：258/0  |  提交时间：2019/03/05
Stable-like process  non-local operator  Holder continuity  coupling by reflection  jump process