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pro vyhledávání: '"LIU RuYi"'
The financial industry has undergone a significant transition from the London Interbank Offered Rate (LIBOR) to Risk Free Rates (RFR) such as, e.g., the Secured Overnight Financing Rate (SOFR) in the U.S. and the AUD Overnight Index Average (AONIA) i
Externí odkaz:
http://arxiv.org/abs/2410.08477
Different from large-scale classification tasks, fine-grained visual classification is a challenging task due to two critical problems: 1) evident intra-class variances and subtle inter-class differences, and 2) overfitting owing to fewer training sa
Externí odkaz:
http://arxiv.org/abs/2407.04243
Publikováno v:
Jixie qiangdu, Vol 41, Pp 1233-1238 (2019)
The non-ideal cylindrical surface model based on profile measurement was built by using Geomagic Studio software, and it was imported into UG12.0 to create the aerostatic bearing simulation model, which can be simulated by using ANSYS WORKBENCH softw
Externí odkaz:
https://doaj.org/article/4bccdd33182b4c13bdab1df995ccbc52
The two-stage preference design (TSPD) enables the inference for treatment efficacy while allowing for incorporation of patient preference to treatment. It can provide unbiased estimates for selection and preference effects, where a selection effect
Externí odkaz:
http://arxiv.org/abs/2310.11603
The focus of this paper is on identifying the most effective selling strategy for pairs trading of stocks. In pairs trading, a long position is held in one stock while a short position is held in another. The goal is to determine the optimal time to
Externí odkaz:
http://arxiv.org/abs/2307.15300
We propose to develop a new class of investment insurance products for holders of superannuation accounts in Australia, which we tentatively call equity protection swaps (EPSs). An EPS is a standalone financial derivative, which is reminiscent of a t
Externí odkaz:
http://arxiv.org/abs/2305.09472
We study the upper and lower bounds for prices of European and American style options with the possibility of an external termination, meaning that the contract may be terminated at some random time. Under the assumption that the underlying market mo
Externí odkaz:
http://arxiv.org/abs/2212.12860
The paper is directly motivated by the pricing of vulnerable European and American options in a general hazard process setup and a related study of the corresponding pre-default backward stochastic differential equations (BSDE) and pre-default reflec
Externí odkaz:
http://arxiv.org/abs/2212.12854
In this paper, we investigate two families of fully coupled linear Forward-Backward Stochastic Differential Equations (FBSDE). Within these families, one could get the same well-posedness of FBSDEs with totally different structures. The first family
Externí odkaz:
http://arxiv.org/abs/2205.07398
In this paper, we consider a continuous-time mean-variance portfolio selection with regime-switching and random horizon. Unlike previous works, the dynamic of assets are described by non-Markovian regime-switching models in the sense that all the mar
Externí odkaz:
http://arxiv.org/abs/2205.06434