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Upper and Lower Bounds for Matrix Discrepancy 期刊论文
JOURNAL OF FOURIER ANALYSIS AND APPLICATIONS, 2022, 卷号: 28, 期号: 6, 页码: 23
作者:  Xie, Jiaxin;  Xu, Zhiqiang;  Zhu, Ziheng
收藏  |  浏览/下载：53/0  |  提交时间：2023/02/07
Matrix discrepancy  Tight frame  Interlacing polynomials  Kadison-Singer problem  
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  
Smooth Controllability of the Navier-Stokes Equation with Navier Conditions: Application to Lagrangian Controllability 期刊论文
ARCHIVE FOR RATIONAL MECHANICS AND ANALYSIS, 2022, 卷号: 243, 期号: 2, 页码: 869-941
作者:  Liao, Jiajiang;  Sueur, Franck;  Zhang, Ping
收藏  |  浏览/下载：122/0  |  提交时间：2022/04/02
Volatility communicator or receiver? Investigating volatility spillover mechanisms among Bitcoin and other financial markets 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2022, 卷号: 59, 页码: 14
作者:  Jiang, Shangrong;  Li, Yuze;  Lu, Quanying;  Wang, Shouyang;  Wei, Yunjie
收藏  |  浏览/下载：128/0  |  提交时间：2022/04/02
Volatility spillover  Financial property  TVP-VAR model  Variational mode decomposition  Hypotheses testing