CSpace

浏览/检索结果: 共2条,第1-2条 帮助

限定条件    
已选(0)清除 条数/页:   排序方式:
Analytical Expressions to Counterparty Credit Risk Exposures for Interest Rate Derivatives 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2022, 卷号: 38, 期号: 2, 页码: 254-270
作者:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yan-long;  Cao, Zhen
收藏  |  浏览/下载:110/0  |  提交时间:2022/06/21
forward rate agreement  counterparty credit risk  expected exposure  potential future exposure  
Asymptotic efficiency and probabilistic error bound for maximum likelihood-based identification of finite impulse response systems with binary-valued observations and unreliable communications 期刊论文
INTERNATIONAL JOURNAL OF ADAPTIVE CONTROL AND SIGNAL PROCESSING, 2020, 页码: 18
作者:  Guo, Jin;  Cheng, Jing;  Xue, Wenchao;  Zhao, Yanlong
收藏  |  浏览/下载:198/0  |  提交时间:2020/10/12
binary-valued observations  FIR systems  packet losses  parameter identification  transmission errors