Zobrazeno 1 - 10
of 23
pro vyhledávání: '"Nguyen Thai-Huu"'
Publikováno v:
SIAM Theory of Probability and Its Applications (TVP), 65 (2), 2020
We study the problem of option replication under constant proportional transaction costs in models where stochastic volatility and jumps are combined to capture the market's important features. Assuming some mild condition on the jump size distributi
Externí odkaz:
http://arxiv.org/abs/1505.02627
This paper studies the problem of option replication in general stochastic volatility markets with transaction costs, using a new specification for the volatility adjustment in Leland's algorithm \cite{Leland}. We prove several limit theorems for the
Externí odkaz:
http://arxiv.org/abs/1505.02546
Autor:
Kim, Jinho, Ennis, Herbert L., Nguyen, Thai Huu, Zhuang, Xuye, Luo, Ji, Yao, Jun, Kessin, Richard H., Stojanovic, Milan, Lin, Qiao
Publikováno v:
In Sensors & Actuators: A. Physical December 2012 188:312-319
Publikováno v:
In Sensors & Actuators: B. Chemical 2011 155(1):58-66
Publikováno v:
In Sensors & Actuators: A. Physical 2011 166(2):241-246
Publikováno v:
ICSSE
Designing Controllers for Omni mobile robots have been widely studied, and some proposals have also mentioned that the robot model has uncertain parameters. This paper develops an optimal adaptive traction control structure based on reinforcement lea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f65490350306845e4c4578592ddabe19
https://doi.org/10.1109/icsse52999.2021.9538431
https://doi.org/10.1109/icsse52999.2021.9538431
Publikováno v:
ICSSE
Online estimation of rotor and stator resistance is essential for indirect vector controlled speed sensorless induction motor drive in the low-speed region. In this paper, a novel modified neural algorithm has been proposed for online estimation of t
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::655117c6529c3268c319a4302f2eba98
https://doi.org/10.1109/icsse52999.2021.9538479
https://doi.org/10.1109/icsse52999.2021.9538479
This study is aimed at investigating the perceptions of the teachers of English in Can Tho University (CTU) on Blended learning (BL). This research brings a practical assessment on the feasibility of this approach at the tertiary level. The study is
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a2af791deceb3069194740d1c0865303
Autor:
O'Connor, Jane, Chun, Cao, Hai, Pham Thi Thanh, Wheatcroft, Louise, Wiyarsi, Antuni, Huy, Nguyen Hoang Doan, Nguyen, Thai-Huu, Lieu, Le Thi Thu, Huynh, Tan, Hanh, Luu
Publikováno v:
PRACTICE: Contemporary Issues in Practitioner Education; Jul2022, Vol. 4 Issue 2, p93-102, 10p
Autor:
Nguyen, Thai Huu1 thaibopy@gmail.com, Pergamenshchikov, Serguei2
Publikováno v:
Mathematical Finance. Jul2017, Vol. 27 Issue 3, p832-865. 34p.