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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
Authors:  Li, Shuang;  Peng, Cheng;  Bao, Ying;  Zhao, Yanlong
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Counterparty credit exposure  Explicit expressions  Forward  European Option  
Extreme-value sampling design is cost-beneficial only with a valid statistical approach for exposure-secondary outcome association analyses 期刊论文
STATISTICAL METHODS IN MEDICAL RESEARCH, 2020, 卷号: 29, 期号: 2, 页码: 466-480
Authors:  Zhang, Hang;  Bi, Wenjian;  Cui, Yuehua;  Chen, Honglei;  Chen, Jinbo;  Zhao, Yanlong;  Kang, Guolian
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Secondary outcome  exposure  extreme-value sampling design  primary outcome  cost-effective  
Identification for Wiener-Hammerstein systems under quantized inputs and quantized output observations 期刊论文
ASIAN JOURNAL OF CONTROL, 2019, 页码: 10
Authors:  Guo, Jin;  Zhao, Yanlong
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asymptotic efficiency  identification  quantized inputs  quantized output observations  Wiener-Hammerstein system  
Average Consensus for Multi-Agent System with Measurement Noise and Binary-Valued Communication 期刊论文
ASIAN JOURNAL OF CONTROL, 2019, 卷号: 21, 期号: 3, 页码: 1043-1056
Authors:  Wang, Ximei;  Wang, Ting;  Xu, Changbao;  Zhao, Yanlong
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Multi-agent systems  average consensus  binary-valued communication  state estimation  convergence  convergence rate  
FIR system identification with set-valued and precise observations from multiple sensors 期刊论文
SCIENCE CHINA-INFORMATION SCIENCES, 2019, 卷号: 62, 期号: 5, 页码: 16
Authors:  Zhang, Hang;  Wang, Ting;  Zhao, Yanlong
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system identification  FIR system  set-valued  precise  fusion estimation  quasi-convex combination estimator  
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
Authors:  Wang, Ximei;  Zhao, Yanlong;  Bao, Ying
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Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
Parameter Estimation Based on Set-valued Signals: Theory and Application 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 2, 页码: 255-263
Authors:  Wang, Ting;  Zhang, Hang;  Zhao, Yan-long
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set-valued signals  parameter estimation  one-time completed algorithms  iterative estimation algorithms  recursive estimation algorithms  
Consensus Protocol for Multiagent Systems With Undirected Topologies and Binary-Valued Communications 期刊论文
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2019, 卷号: 64, 期号: 1, 页码: 206-221
Authors:  Zhao, Yanlong;  Wang, Ting;  Bi, Wenjian
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Binary-valued communication  consensus  convergence  convergence rate  identification method without truncation  multiagent system  two-time-scale protocol  
consensuscontrolwithaconstantgainfordiscretetimebinaryvaluedmultiagentsystemsbasedonaprojectedempiricalmeasuremethod 期刊论文
ieeecaajournalofautomaticasinica, 2019, 卷号: 6, 期号: 4, 页码: 1052
Authors:  Wang Ting;  Hu Min;  Zhao Yanlong
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firsystemidentificationwithsetvaluedandpreciseobservationsfrommultiplesensors 期刊论文
sciencechinainformationscience, 2019, 卷号: 62, 期号: 5
Authors:  Zhang Hang;  Wang Ting;  Zhao Yanlong
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