Zobrazeno 1 - 10
of 68
pro vyhledávání: '"Yanchu Liu"'
Publikováno v:
Energies, Vol 17, Iss 10, p 2399 (2024)
As a transitional flow pattern, slug–annular flow occurs over a wide range of operating conditions in micro-channels while its distribution in parallel micro-channels has not been well characterized. Herein, we conducted an experiment to study the
Externí odkaz:
https://doaj.org/article/c71409b700e848b8822a6b047e0d76a1
Publikováno v:
Journal of Management Science and Engineering, Vol 4, Iss 2, Pp 119-141 (2019)
In this study, we propose an efficient approach to the calculation of risk measures for an insurer's liability from writing a variable annuity with guaranteed benefits. Our approach is based on a novel application of the Hermite series expansions on
Externí odkaz:
https://doaj.org/article/035c538fc63242018ae246910faff825
Publikováno v:
Journal of Management Science and Engineering, Vol 2, Iss 2, Pp 116-131 (2017)
The stochastic alpha beta rho (SABR) model introduced by Hagan et al. (2002) is widely used in both fixed income and the foreign exchange (FX) markets. Continuously monitored barrier option contracts are among the most popular derivative contracts in
Externí odkaz:
https://doaj.org/article/68f1da6f57f9462b8a0fbcb70b88e8a4
Publikováno v:
IEEE Transactions on Engineering Management. 70:1343-1352
In our model, a venture seeks capital through an initial coin offering (ICO). The ICO enables the venture to collect demand information from decentralized investors. The venture makes a tradeoff between ensuring the project’s success and forecastin
Publikováno v:
Operations Research Letters. 50:199-204
We theoretically compare variances between the Infinitesimal Perturbation Analysis (IPA) estimator and the Likelihood Ratio (LR) estimator to Monte Carlo gradient for stochastic systems. The conditions proposed in [Cui et al., 2020] when the IPA esti
Autor:
Yu Tian, Zihan Peng, Yanchu Liu, Linsen Di, Ziyi Zhan, Dong Ye, Yin Guan, Xinping Zhou, Weiwei Deng, YongAn Huang
Publikováno v:
Physical Review Fluids. 7
Autor:
Yu Tian, Yanchu Liu, Zihan Peng, Chenghao Xu, Dong Ye, Yin Guan, Xinping Zhou, Weiwei Deng, YongAn Huang
Publikováno v:
Journal of Fluid Mechanics. 946
When a charge neutral drop impacts on a flat solid substrate, a small air bubble is always trapped underneath due to the lubrication pressure coming from the viscous stress in the squeezed air film. Herein we find experimentally and numerically that
Publikováno v:
IEEE Sensors Journal. 21:4291-4299
Oil sludge presents a harmful but economically valuable waste. A large amount of oil sludge is produced during the processes of extraction, refining, storage, and transportation of petroleum. The contents of oil, water, and slag in the oil sludge are
Publikováno v:
Quantitative Finance. 21:1187-1206
Dynamic exposure and default contagion in the over-the-counter (OTC) market is considered in this paper to analyze the time-dependent priority of central counterparty (CCP) clearing. We investigate...
Publikováno v:
Physical Review Fluids. 7