CSpace

浏览/检索结果: 共3条,第1-3条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
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:69/0  |  提交时间: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
作者:  Nip, Kameng;  Wang, Changjun;  Wang, Zizhuo
收藏  |  浏览/下载:114/0  |  提交时间: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
作者:  Chen, Xujin;  Hu, Xiaodong;  Wang, Chenhao;  Wu, Xiaoying
收藏  |  浏览/下载:187/0  |  提交时间:2020/11/18
Load balancing game  Price of anarchy  Price of stability  Decision-making principle  Nash equilibrium