Zobrazeno 1 - 10
of 39
pro vyhledávání: '"Chun Yuan Chiu"'
Publikováno v:
Review of Quantitative Finance and Accounting. 58:137-170
This paper proposes analytically vulnerable vanilla option pricing formulae that simultaneously consider the premature default, the correlation between the underlying asset and the issuer’s asset, and other outstanding debts of the issuer. Our pric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b348774b000d12791765952e15f60af8
https://doi.org/10.1007/s11156-021-00990-5
https://doi.org/10.1007/s11156-021-00990-5
Publikováno v:
The North American Journal of Economics and Finance. 62:101772
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c683d730eb00f1c102dd67fc4d047b81
https://doi.org/10.1016/j.najef.2022.101772
https://doi.org/10.1016/j.najef.2022.101772
Publikováno v:
VLSI-DAT
This paper presents the design of a low-power wake-up receiver (WuRX). The proposed WuRX composed of an active envelope detector with high input impedance to support high passive gain, a self-biased high-gain IF-amplifier, a dynamic comparator, and a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::bc2e634fe9384527ecdc0546275d162d
https://doi.org/10.1109/vlsi-dat49148.2020.9196261
https://doi.org/10.1109/vlsi-dat49148.2020.9196261
Autor:
Alec N. Kercheval, Chun-Yuan Chiu
Publikováno v:
Applied Mathematical Finance. 25:411-433
The jump threshold framework for credit risk modelling developed by Garreau and Kercheval enjoys the advantages of both structural- and reduced-form models. In their article, the focus is on multid...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e99ec8579af79b4d6761aa675f934d5f
https://doi.org/10.1080/1350486x.2018.1465349
https://doi.org/10.1080/1350486x.2018.1465349
Publikováno v:
IEEE Transactions on Vehicular Technology. 66:8303-8314
Device-to-device (D2D) communication is a promising technique for traffic offloading in next-generation cellular systems. However, the use of only direct D2D communications limits the advantages of D2D communications due to relatively long separation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9e2c8d1f9460264b968025dde67e39b
https://doi.org/10.1109/tvt.2017.2682123
https://doi.org/10.1109/tvt.2017.2682123
Publikováno v:
IEEE Wireless Communications. 24:112-121
D2D communication is an effective approach for traffic offloading in future cellular systems. However, only using direct D2D communication is not enough to fully exploit the advantages of D2D communications due to long distances or poor link quality
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9c7590db638056efdb5d7a892d3b2bb3
https://doi.org/10.1109/mwc.2017.1500385wc
https://doi.org/10.1109/mwc.2017.1500385wc
Publikováno v:
IEEE Communications Letters. 20:796-799
Small cells are a promising solution to increase the network capacity and to offload network traffic for LTE-A networks. In an LTE-A small cell network, there is one macro eNB (MeNB) and several slave eNBs (SeNBs). Recently, the dual connectivity tec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b912cb3228bfe9cedd643a8c9a492908
https://doi.org/10.1109/lcomm.2016.2522404
https://doi.org/10.1109/lcomm.2016.2522404
Publikováno v:
Applied Mathematics and Computation. 252:418-437
Pricing Asian options is a long-standing hard problem; there is no analytical formula for the probability density of its payoff even when the process of the underlying asset follows the simple lognormal diffusion process. It is known that the density
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::46e2b53ce5449f9862ab576e1fb36b65
https://doi.org/10.1016/j.amc.2014.12.002
https://doi.org/10.1016/j.amc.2014.12.002
Publikováno v:
A-SSCC
A 0.6-V, 200-kbps, 429-MHz ultra-low-power FSK transceiver (TRX) is presented. The receiver (RX) adopts a frequency-to-time based demodulator, which detects high or low frequency to determine data output level. The proposed RX achieves −85-dBm sens
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f5df42a5f1a4003d7c32f577b6db5a0c
https://doi.org/10.1109/asscc.2017.8240249
https://doi.org/10.1109/asscc.2017.8240249
Publikováno v:
The Journal of emergency medicine. 54(1)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::50c41094a48d3ccac4d7a159d687e305
https://pubmed.ncbi.nlm.nih.gov/29162295
https://pubmed.ncbi.nlm.nih.gov/29162295