Zobrazeno 1 - 10
of 31
pro vyhledávání: '"Shengwu Zhou"'
Publikováno v:
Agriculture, Vol 13, Iss 3, p 700 (2023)
This study designed a handheld vibrating coffee harvester to improve the mechanized harvesting of Coffea arabica L. The proposed device was used to vibrate branches of Coffea arabica L. trees, and the shedding of coffee fruit and the operation parame
Externí odkaz:
https://doaj.org/article/812642b27ad345908de0d1ae33fa3451
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2018 (2018)
The pricing problem of a kind of European vulnerable option was studied. The mixed fractional Brownian motion and the jump process were used to characterize the evolution of stock prices. The closed-form solution to European option pricing was obtain
Externí odkaz:
https://doaj.org/article/dee796dbc69f427b95bdc9267a156963
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2018 (2018)
This paper investigates the valuation of vulnerable European options considering the market prices of common systematic jump risks under regime-switching jump-diffusion models. The way of regime-switching Esscher transform is adopted to identify an e
Externí odkaz:
https://doaj.org/article/2f1766405f8a4679b459298010e33a8d
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2015 (2015)
Under the assumption of the stock price, interest rate, and default intensity obeying the stochastic differential equation driven by fractional Brownian motion, the jump-diffusion model is established for the financial market in fractional Brownian m
Externí odkaz:
https://doaj.org/article/18ae0637bfff4486afa0004316f53623
Publikováno v:
Journal of Applied Mathematics, Vol 2013 (2013)
Geometric-average Asian option pricing model with monotonous transaction cost rate under fractional Brownian motion was established. The method of partial differential equations was used to solve this model and the analytical expressions of the Asian
Externí odkaz:
https://doaj.org/article/4319cb89c8f048a389e886e7e929da0c
Publikováno v:
Journal of Applied Mathematics, Vol 2012 (2012)
A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and p
Externí odkaz:
https://doaj.org/article/393c4b737ba046adab6ca96d6ae2c76a
Publikováno v:
Discrete Dynamics in Nature & Society. 5/20/2019, p1-8. 8p.
Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models
Publikováno v:
Communications in Statistics - Theory and Methods. 50:2170-2187
In this paper, we use extensive empirical data sets from Shanghai 50ETF (SH50ETF) and SH50ETF options markets in China to study how regime-switching jump-diffusion models improve goodness of fit an...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ba5c1a14fe8bac2fadea73c00f63d0bd
https://doi.org/10.1080/03610926.2019.1662045
https://doi.org/10.1080/03610926.2019.1662045
Autor:
Feng Xu, Shengwu Zhou
Publikováno v:
Fractional Calculus and Applied Analysis. 22:1145-1154
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1244aea31276313b4578ba040d7f640d
https://doi.org/10.1515/fca-2019-0060
https://doi.org/10.1515/fca-2019-0060
Publikováno v:
Neural Processing Letters. 48:1749-1766
This paper concentrates on the problem of global exponential periodicity and stability of memristive neural networks with variable delays. By constructing the appropriate Lyapunov functionals and utilizing some inequality techniques, new algebraic cr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::be5371c6d4f5fd9a397a320a0b84c754
https://doi.org/10.1007/s11063-018-9803-y
https://doi.org/10.1007/s11063-018-9803-y