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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:138/0  |  提交时间:2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Geometric measures of discordlike quantum correlations based on Tsallis relative entropy 期刊论文
INTERNATIONAL JOURNAL OF QUANTUM INFORMATION, 2019, 卷号: 17, 期号: 4, 页码: 8
作者:  Li, Weijing
收藏  |  浏览/下载:142/0  |  提交时间:2020/01/10
Quantum correlations  geometric measure  quantum Tsallis relative entropy  partial coherence  
The partition function of the Bures ensemble as the tau-function of BKP and DKP hierarchies: continuous and discrete 期刊论文
JOURNAL OF PHYSICS A-MATHEMATICAL AND THEORETICAL, 2017, 卷号: 50, 期号: 28, 页码: 20
作者:  Hu, Xing-Biao;  Li, Shi-Hao
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
Toda-type equation  matrix integrals  Pfaffian  BKP and DKP hierarchies  
CURVATURE ASPECTS OF GRAPHS 期刊论文
PROCEEDINGS OF THE AMERICAN MATHEMATICAL SOCIETY, 2017, 卷号: 145, 期号: 5, 页码: 2033-2042
作者:  Bauer, F.;  Chung, F.;  Lin, Y.;  Liu, Y.
浏览  |  Adobe PDF(170Kb)  |  收藏  |  浏览/下载:460/133  |  提交时间:2018/07/30
Measurement-Induced Nonlocality 期刊论文
PHYSICAL REVIEW LETTERS, 2011, 卷号: 106, 期号: 12, 页码: 4
作者:  Luo, Shunlong;  Fu, Shuangshuang
收藏  |  浏览/下载:103/0  |  提交时间:2018/07/30
Geometric measure of quantum discord 期刊论文
PHYSICAL REVIEW A, 2010, 卷号: 82, 期号: 3, 页码: 4
作者:  Luo, Shunlong;  Fu, Shuangshuang
收藏  |  浏览/下载:113/0  |  提交时间:2018/07/30
A new algorithm for computing the minimum Hausdorff distance between two point sets on aline under translation 期刊论文
INFORMATION PROCESSING LETTERS, 2008, 卷号: 106, 期号: 2, 页码: 52-58
作者:  Li, Banghe;  Shen, Yuefeng;  Li, Bo
浏览  |  Adobe PDF(442Kb)  |  收藏  |  浏览/下载:442/120  |  提交时间:2018/07/30
Hausdorff Distance  Pattern Recognition  Computational Geometry  
A new geometric-topological method to measure protein fold similarity 期刊论文
CHEMICAL PHYSICS LETTERS, 2007, 卷号: 433, 期号: 4-6, 页码: 432-438
作者:  Wu, Zikai;  Wang, Yong;  Feng, Enmin;  Chen, Luonan
收藏  |  浏览/下载:134/0  |  提交时间:2018/07/30
Necessary and sufficient conditions for semi-uniform ergodic theorems and their applications 期刊论文
DISCRETE AND CONTINUOUS DYNAMICAL SYSTEMS, 2006, 卷号: 14, 期号: 3, 页码: 409-417
作者:  Zheng, ZH;  Xia, J;  Zheng, ZM
收藏  |  浏览/下载:120/0  |  提交时间:2018/07/30
ergodic theorems  strange attractors  quasiperiodically forced systems  
Markowitz's portfolio optimization in an incomplete market 期刊论文
MATHEMATICAL FINANCE, 2006, 卷号: 16, 期号: 1, 页码: 203-216
作者:  Xia, JM;  Yan, JA
收藏  |  浏览/下载:151/0  |  提交时间:2018/07/30
mean-variance portfolios  convex duality  signed martingale measures  attainable claims  Levy processes