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Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
Favorite  |  View/Download:9/0  |  Submit date:2021/04/26
Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
Analytical Surface Potential-Based Compact Model for Independent Dual Gate a-IGZO TFT 期刊论文
IEEE TRANSACTIONS ON ELECTRON DEVICES, 2021, 卷号: 68, 期号: 4, 页码: 2049-2055
Authors:  Guo, Jingrui;  Zhao, Ying;  Yang, Guanhua;  Chuai, Xichen;  Lu, Wenhao;  Liu, Dongyang;  Chen, Qian;  Duan, Xinlv;  Huang, Shijie;  Su, Yue;  Geng, Di;  Lu, Nianduan;  Cui, Tao;  Jang, Jin;  Li, Ling;  Liu, Ming
Favorite  |  View/Download:8/0  |  Submit date:2021/06/01
Electric potential  Solid modeling  Logic gates  Integrated circuit modeling  Numerical models  Thin film transistors  Analytical models  Analytical models  independent dual gate (IDG) amorphous In-Ga-Zn-O thin-film transistors (IDG a-IGZO TFTs)  Schroder method  surface potential  threshold compensation effect  
Correlators in the supereigenvalue model in the Ramond sector 期刊论文
PHYSICS LETTERS B, 2020, 卷号: 807, 页码: 8
Authors:  Chen, Ying;  Wang, Rui;  Wu, Ke;  Zhao, Wei-Zhong
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Conformal and W symmetry  Matrix models  n-algebra  
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
Favorite  |  View/Download:17/0  |  Submit date:2020/05/24
Counterparty credit exposure  Explicit expressions  Forward  European Option  
Prevalence and Risk Factors of White Matter Lesions in Tibetan Patients Without Acute Stroke 期刊论文
STROKE, 2020, 卷号: 51, 期号: 1, 页码: 149-153
Authors:  Jin, Haiqiang;  Ding, Zhijie;  Lian, Siqing;  Zhao, Yuhua;  He, Shihua;  Zhou, Lewei;  Zhuoga, Cidan;  Wang, Huali;  Xu, Jun;  Du, Ailian;  Yan, Guiying;  Sun, Yongan
Favorite  |  View/Download:38/0  |  Submit date:2020/05/24
atrial fibrillation  carotid artery  cerebral infarction  hypertension  white matter  
Derivative Formula and Coupling Property for Linear SDEs Driven by Levy Processes 期刊论文
ACTA MATHEMATICAE APPLICATAE SINICA-ENGLISH SERIES, 2019, 卷号: 35, 期号: 4, 页码: 708-721
Authors:  Dong, Zhao;  Song, Yu-lin;  Xie, Ying-chao
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Levy processes  integration by parts formula  derivative formula  coupling property  
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
Favorite  |  View/Download:24/0  |  Submit date:2020/01/10
Implied volatility surface  Foreign exchange market  Arbitrage-free condition  Deltas  
LFAQ: Toward Unbiased Label-Free Absolute Protein Quantification by Predicting Peptide Quantitative Factors 期刊论文
ANALYTICAL CHEMISTRY, 2019, 卷号: 91, 期号: 2, 页码: 1335-1343
Authors:  Chang, Cheng;  Gao, Zhiqiang;  Ying, Wantao;  Fu, Yan;  Zhao, Yan;  Wu, Songfeng;  Li, Mengjie;  Wang, Guibin;  Qian, Xiaohong;  Zhu, Yunping;  He, Fuchu
Favorite  |  View/Download:52/0  |  Submit date:2019/03/05
基于局部波动率模型的上证50etf期权定价研究 期刊论文
系统工程理论与实践, 2019, 页码: 2487-2501
Authors:  王西梅;  赵延龙;  史若诗;  包莹
Favorite  |  View/Download:18/0  |  Submit date:2020/05/24
基于择券和择时的国债期货定价 期刊论文
系统科学与数学, 2019, 卷号: 039, 期号: 003, 页码: 341
Authors:  李爽;  包莹;  彭程;  赵延龙
Favorite  |  View/Download:23/0  |  Submit date:2020/01/10