Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Hon-Kwok Fung"'
Publikováno v:
Risk and Decision Analysis. 4:59-68
In this paper, we propose a fast numerical method to evaluate discretely monitored derivatives. The key is to compute the involved probability integrals interactively. Our method can avoid the "curse of dimensionality" that most other methods suffer.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::288cbaeff823dbf85b57943b39f13481
https://doi.org/10.3233/rda-2012-0077
https://doi.org/10.3233/rda-2012-0077
Publikováno v:
International Journal of Production Economics. 120:570-584
Managing worldwide supply pipeline operations concerns coordination and control of every step of the chain process starting from raw material sourcing, production, finally to distribution of market-specific items in retail places, all the way from pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b4a65cb71596519d4a63b450e603248a
https://doi.org/10.1016/j.ijpe.2009.03.014
https://doi.org/10.1016/j.ijpe.2009.03.014
Autor:
Eddie C.M. Hui, Hankel Hon‐Kwok Fung
Publikováno v:
Construction Management and Economics. 27:221-227
One of the recent advances in property valuation is to view a property or the right to develop it as a call option. Shilling et al. (1985) were among the first to apply option pricing theory in this way. For real estate development, although not expl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d734b2a9c6f7cafe595b5f8009d09fe3
https://doi.org/10.1080/01446190902759017
https://doi.org/10.1080/01446190902759017
Publikováno v:
Research Journal of Textile and Apparel. 8:88-98
Following the previous sequel, we posit innovation activity management as managing process-based interactivity dependencies to achieve organizations’ desired goals for novel competitive advantages in global supply pipelines, either by means of prod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::92090a72cb953b41247295c674c926a7
https://doi.org/10.1108/rjta-08-01-2004-b010
https://doi.org/10.1108/rjta-08-01-2004-b010
Autor:
Leong Kwan Li, Hon-Kwok Fung
Publikováno v:
North American Actuarial Journal. 7:23-31
The authors investigate the pricing of discretely monitored dynamic fund protections when the fund price follows a lognormal process or a constant elasticity of variance (CEV) process. A backward recursive pricing formula is derived. By employing a n
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b746c19622dcfcc6a8f55a78e50c3a96
https://doi.org/10.1080/10920277.2003.10596115
https://doi.org/10.1080/10920277.2003.10596115
Autor:
Hon-Kwok Fung, Leong Kwan Li
Publikováno v:
Neural Computation. 13:319-326
This article presents preliminary research on the general problem of reducing the number of neurons needed in a neural network so that the network can perform a specific recognition task. We consider a single-hidden-layer feedforward network in which
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d43ae88f362acbd9c32699cc96d43729
https://doi.org/10.1162/089976601300014556
https://doi.org/10.1162/089976601300014556
A note on linear transformations which leave controllable multiinput descriptor systems controllable
Autor:
Hon-Kwok Fung
Publikováno v:
Linear Algebra and its Applications. 247:327-336
Consider a generalized linear dynamical system E x = Ax + Bu , where x ∈ Cn, u ∈ Cm, and E, A, B are matrices of appropriate sizes with entries in C. This system, or the matrix triple (E, A, B), is called controllable if det(αE − βA) is not a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::994020e44006277adf37fbb30d1da92e
