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Sensitivity-based Conditional Value at Risk (SCVaR): An efficient measurement of credit exposure for options 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2022, 卷号: 62, 页码: 19
Authors:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
Favorite  |  View/Download:92/0  |  Submit date:2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Competitive and Cooperative Assortment Games under Markov Chain Choice Model 期刊论文
PRODUCTION AND OPERATIONS MANAGEMENT, 2021, 页码: 19
Authors:  Nip, Kameng;  Wang, Changjun;  Wang, Zizhuo
Favorite  |  View/Download:132/0  |  Submit date:2022/04/02
assortment planning  Markov chain choice model  non-cooperative game  cooperative game  
The efficiency of Nash equilibria in the load balancing game with a randomizing scheduler 期刊论文
THEORETICAL COMPUTER SCIENCE, 2020, 卷号: 838, 页码: 180-194
Authors:  Chen, Xujin;  Hu, Xiaodong;  Wang, Chenhao;  Wu, Xiaoying
Favorite  |  View/Download:206/0  |  Submit date:2020/11/18
Load balancing game  Price of anarchy  Price of stability  Decision-making principle  Nash equilibrium  
Equilibrium in production chains with multiple upstream partners 期刊论文
JOURNAL OF MATHEMATICAL ECONOMICS, 2019, 卷号: 83, 页码: 1-10
Authors:  Yu, Meng;  Zhang, Junnan
Favorite  |  View/Download:189/0  |  Submit date:2020/01/10
Production network  Firm boundaries  Monotone concave operator theory  Equilibrium uniqueness  Computational techniques  
Transaction tax, heterogeneous traders and market volatility 期刊论文
KYBERNETES, 2015, 卷号: 44, 期号: 5, 页码: 757-770
Authors:  Li, Hongquan;  Cheng, Gang;  Wang, Shouyang
Favorite  |  View/Download:142/0  |  Submit date:2018/07/30
Economics  Risk management  Complexity  Simulation  Modelling  
Selfish bin covering 期刊论文
THEORETICAL COMPUTER SCIENCE, 2011, 卷号: 412, 期号: 50, 页码: 7049-7058
Authors:  Cao, Zhigang;  Yang, Xiaoguang
Favorite  |  View/Download:114/0  |  Submit date:2018/07/30
Selfish bin covering  Weighted majority games  Price of anarchy  Price of stability  Nash equilibrium  
The price of atomic selfish ring routing 期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2010, 卷号: 19, 期号: 3, 页码: 258-278
Authors:  Chen, Bo;  Chen, Xujin;  Hu, Xiaodong
Favorite  |  View/Download:143/0  |  Submit date:2018/07/30
Selfish routing  Nash equilibrium  Price of stability