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Akademický článek

Application of fuzzy Malliavin calculus in hedging fixed strike lookback option

Autor: Kefan Liu, Jingyao Chen, Jichao Zhang, Yueting Yang

Publikováno v: AIMS Mathematics, Vol 8, Iss 4, Pp 9187-9211 (2023)

In this paper, we develop a Malliavin calculus approach for hedging a fixed strike lookback option in fuzzy space. Due to the uncertainty in financial markets, it is not accurate to describe the problems of option pricing and hedging in terms of rand

Externí odkaz: https://doaj.org/article/0fe84f0d765146cb90c352cf99fade45

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Thermostable and nonflammable polyimide/zirconia compound separator for lithium-ion batteries with superior electrochemical and safe properties

Autor: Xiaogang, Li, Kefan, Liu, Yue, Yan, Junfeng, Yu, Nanxi, Dong, Bingxue, Liu, Guofeng, Tian, Shengli, Qi, Dezhen, Wu

Publikováno v: Journal of Colloid and Interface Science. 625:936-945

Separators are applied to segregate cathode and anode, and provide ion transport channels in lithium-ion batteries (LIBs). Nevertheless, present commercial polyolefin separators represent high thermal shrinkage and inferior electrolyte wettability, s

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::3eaa42b23abfa51c64756708e30f5723
https://doi.org/10.1016/j.jcis.2022.06.096

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Research on Constant Power Control Strategy of Marine Propulsion Converter under High Sea Conditions

Autor: Zongju Cai, Qiang Ren, Zhijie Zhang, Xiran Sun, Kefan Liu

Publikováno v: 2023 8th Asia Conference on Power and Electrical Engineering (ACPEE).

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::90853dd85bc9ec98d710c8968f4b0f46
https://doi.org/10.1109/acpee56931.2023.10135628

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FAP ‐α + immunofibroblasts in oral lichen planus promote CD4 + T‐cell infiltration via CCL5 secretion

Autor: Yuyao Zhang, Kefan Liu, Juehua Cheng, Chenyu Zhou, Mengna Zhang, Yuan Fan

Publikováno v: Experimental Dermatology. 31:1421-1430

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::84477818d1f385c876d49ae562cf4479
https://doi.org/10.1111/exd.14613

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A Study on the Interactions of Proteinase K with Myricetin and Myricitrin by Multi-Spectroscopy and Molecular Modeling

Autor: Kefan Liu, Yubo Zhang, Wei Zhang, Liyan Liu, Zhan Yu

Publikováno v: International Journal of Molecular Sciences; Volume 24; Issue 6; Pages: 5317

Myricetin (MYR) and myricitrin (MYT) are well recognized for their nutraceutical value, such as antioxidant, hypoglycemic, and hypotensive effects. In this work, fluorescence spectroscopy and molecular modeling were adopted to investigate the conform

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::697c2c05c7d011b3119ae888b767445e

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High‐Performance Polyimide Nanofiber Membrane for Progressive and Safe Lithium‐Ion Batteries Guarded by a Zirconia Armor Layer

Autor: Xiaogang Li, Kefan Liu, Nanxi Dong, Ruihan Wang, Tengfei Li, Bingxue Liu, Shengli Qi, Dezhen Wu

Publikováno v: ChemElectroChem. 9

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::a88f0594d98b3b3fb718b33d368a407e
https://doi.org/10.1002/celc.202200266

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FAP-α

Autor: Yuyao, Zhang, Kefan, Liu, Juehua, Cheng, Chenyu, Zhou, Mengna, Zhang, Yuan, Fan

Publikováno v: Experimental dermatologyREFERENCES. 31(9)

Oral lichen planus (OLP) is a T cell-mediated, chronic inflammatory disease. CD4

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=pmid________::534242e857357f5507610715c0e11071
https://pubmed.ncbi.nlm.nih.gov/35598279

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MiR-155-5p modulates inflammatory phenotype of activated oral lichen-planus-associated-fibroblasts by targeting SOCS1

Autor: Yu-Yao Zhang, Yanting Wang, Yuan Fan, Juanyong Xu, Kefan Liu, Jue-Hua Cheng

Publikováno v: Molecular biology reports. 49(8)

Micro (MiR)-155-5p plays a vital role in inflammation and immune responses, but the function in oral lichen planus (OLP) remains unclear. Recent research has revealed that OLP associated-fibroblasts (OLP AFs) contribute to the inflammatory process wi

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::09b67a665b994acc18985e21c6bd7069
https://pubmed.ncbi.nlm.nih.gov/35733067

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Application of Malliavin Calculus in Mean-Variance Hedging Strategy

Autor: Kefan Liu, Jingyao Chen, Jichao Zhang, Xili Tan

Publikováno v: Mathematical Problems in Engineering.

This paper considers an approach of Malliavin calculus to obtain the hedging ratio for mean-variance hedging (MVH) strategy under the stochastic volatility model with pure jump Lévy process (SVJ). Specifically speaking, there exists a correspondence

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2211884ceea07a32e47cc3f1ee69961d

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