Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Hongkai, Cao"'
Autor:
Wang Peng, Zhanpeng Cui, Hongyan Fu, Hongkai Cao, Ming Chen, Dachao Zhang, Wuhui Luo, Sili Ren
Publikováno v:
International Journal of Environmental Research and Public Health; Volume 19; Issue 19; Pages: 12562
Modification of aluminosilicate minerals using a R4N+-bearing organic modifier, through the formation of covalent bonds, is an applicable way to eliminate the modifier release and to maintain the ability to remove cationic pollutants. In this study,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4b968e125635388bc00aec0455c05284
Autor:
Wang, Peng, Zhanpeng, Cui, Hongyan, Fu, Hongkai, Cao, Ming, Chen, Dachao, Zhang, Wuhui, Luo, Sili, Ren
Publikováno v:
International journal of environmental research and public health. 19(19)
Modification of aluminosilicate minerals using a R
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::9632ca0c024b9afcba20bc3e1b1fa12c
https://pubmed.ncbi.nlm.nih.gov/36231863
https://pubmed.ncbi.nlm.nih.gov/36231863
Publikováno v:
Journal of Futures Markets. 40:1880-1917
In this paper we propose semi-closed-form solutions, subject to an inversion of the Fourier transform, for the price of VIX options and target volatility options (TVOs) under affine GARCH models based on Gaussian and Inverse Gaussian distributions. W
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::6a0e19e49f930b0c22a95e20c91222bc
https://doi.org/10.1002/fut.22157
https://doi.org/10.1002/fut.22157
Publikováno v:
SSRN Electronic Journal.
Variance-optimal hedging in a discrete-time framework is a practical options strategy that aims to reduce the residual risk. It has been widely used in volatility trading desks. In this paper, we solve the variance-optimal hedging problem for affine
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::9cd1084f9234da5ff19458eca8bb4509
https://doi.org/10.2139/ssrn.3659275
https://doi.org/10.2139/ssrn.3659275
Publikováno v:
SSRN Electronic Journal.
Leveraged exchange-traded funds (LETF) are newly introduced ETFs that have become increasingly popular. It closely tracks the value of an underlying index while allowing for additional leverage. In this paper, we consider the valuation of options wri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::83f79c8fbbc1a746b6c7e35b41a8ee8c
https://doi.org/10.2139/ssrn.3302338
https://doi.org/10.2139/ssrn.3302338