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Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach 期刊论文
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:  Ding, Kailin;  Cui, Zhenyu;  Yang, Xiaoguang
收藏  |  浏览/下载：60/0  |  提交时间：2023/02/07
American Asian options  Asian option  diffusion operator integral  series expansion  
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：56/0  |  提交时间：2023/02/07
Option pricing  Discrete barrier options  Jump-diffusion model  Stochastic volatility  Stochastic intensity  
Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets 期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:  Liu, Qing;  Wang, Shouyang;  Sui, Cong
收藏  |  浏览/下载：57/0  |  提交时间：2023/02/07
Volatility risk  risk-neutral skewness  options  cross-sectional regression  asymmetry  
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
作者:  Shi, Ruoshi;  Zhao, Yanlong;  Bao, Ying;  Peng, Cheng
收藏  |  浏览/下载：71/0  |  提交时间：2023/02/07
Counterparty credit exposure  VaR  CVaR  Sensitivity  Greeks  
Limiting global warming to below 1.5 degrees C from 2 degrees C: An energy-system-based multi-model analysis for China 期刊论文
ENERGY ECONOMICS, 2021, 卷号: 100, 页码: 11
作者:  Zheng, Jiali;  Duan, Hongbo;  Zhou, Sheng;  Wang, Shouyang;  Gao, Ji;  Jiang, Kejun;  Gao, Shuo
收藏  |  浏览/下载：125/0  |  提交时间：2022/04/02
Integrated assessment model  Multi-model comparisons  Paris agreement pledges  Energy restructuring  Mitigation  China  
artificialintelligenceinpediatrics 期刊论文
chinesemedicaljournal, 2020, 卷号: 133, 期号: 3, 页码: 358-360
作者:  Li Yawen;  Liu Fang;  Zhang Tiannan;  Xu Fang;  Gao Yuchen;  Wu Tian
收藏  |  浏览/下载：153/0  |  提交时间：2020/05/24
Arbitrage-free conditions for implied volatility surface by Delta 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2019, 卷号: 48, 页码: 819-834
作者:  Wang, Ximei;  Zhao, Yanlong;  Bao, Ying
收藏  |  浏览/下载：157/0  |  提交时间：2020/01/10
Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
外汇欧式期权在市场不完备下的对冲误差分析 期刊论文
系统工程理论与实践, 2019, 卷号: 39.0, 期号: 011, 页码: 2739-2749
作者:  彭程;  李爽;  包莹;  赵延龙
收藏  |  浏览/下载：132/0  |  提交时间：2021/01/14
外汇欧式期权  Delta对冲  对冲误差  摩擦系数  
Retailers' Order Strategies in Transshipments in Disruption Risks of Supply Chains 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2018, 卷号: 31, 期号: 5, 页码: 1273-1301
作者:  Shu Tong;  Yang Xirui;  Chen Shou;  Wang Shouyang;  Lai Kin Keung;  Yang Honglin
收藏  |  浏览/下载：215/0  |  提交时间：2018/09/08
Capacity options  disruption risks in supply chains  dual sourcing purchase  order strategies  
Balancing China's climate damage risk against emission control costs 期刊论文
MITIGATION AND ADAPTATION STRATEGIES FOR GLOBAL CHANGE, 2018, 卷号: 23, 期号: 3, 页码: 387-403
作者:  Duan, Hongbo;  Zhang, Gupeng;  Wang, Shouyang;  Fan, Ying
收藏  |  浏览/下载：170/0  |  提交时间：2018/07/30
Integrated assessment model  Climate damage evaluation  Adaptation  Unilateral emission control action  Cost-benefit analysis