Zobrazeno 1 - 10
of 61
pro vyhledávání: '"Yonggan Zhao"'
Publikováno v:
Journal of Management Science and Engineering, Vol 5, Iss 2, Pp 125-145 (2020)
In this paper, we study the valuation of vulnerable European options incorporating the reduced-form approach, which models the credit default of the counterparty. We provide an analytical pricing model in which the components of the state processes,
Externí odkaz:
https://doaj.org/article/d7786954207543c9aa0005215b427db3
Publikováno v:
PLoS ONE, Vol 13, Iss 6, p e0198193 (2018)
Soil rotational tillage is an effective measure to overcome the problems caused by long-term of a single tillage, but the effect of the interval time of rotational tillage practices is not very well understood. Therefore, we conducted a 3-year field
Externí odkaz:
https://doaj.org/article/2bc6a2c8e9ab44e0926aea5dcc18f3b0
Publikováno v:
Land Degradation & Development. 34:981-991
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c92995ef5872d02282d8bdc9c6ce11ac
https://doi.org/10.1002/ldr.4510
https://doi.org/10.1002/ldr.4510
Autor:
Wenchao Zhang, Wenxin Zhang, Yonggan Zhao, Shujuan Wang, Jia Liu, Yan Li, Yuqun Zhou, Lizhen Xu
Publikováno v:
Land Degradation & Development. 33:3652-3657
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::56eefdd93ed3c18c151728c16437550c
https://doi.org/10.1002/ldr.4412
https://doi.org/10.1002/ldr.4412
Autor:
Wenchao Zhang, Wenxin Zhang, Shujuan Wang, Zhentao Sun, Jia Liu, Yan Li, Yuqun Zhuo, Lizhen Xu, Yonggan Zhao
Publikováno v:
Journal of Soils and Sediments.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fa0a124627fa9677ab7f84db47f5ff6a
https://doi.org/10.1007/s11368-023-03535-6
https://doi.org/10.1007/s11368-023-03535-6
Publikováno v:
Journal of Risk and Financial Management; Volume 15; Issue 8; Pages: 337
This paper develops a dynamic portfolio selection model incorporating economic uncertainty for business cycles. It is assumed that the financial market at each point in time is defined by a hidden Markov model, which is characterized by the overall e
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::25df1f3687d88b0fb4257997d6df43f0
Autor:
Chanaka Edirisinghe, Yonggan Zhao
Publikováno v:
Applied Mathematical Finance. 27:422-456
Index funds that track a benchmark, such as the market cap-weighted S&P 500 index, tend to have portfolio holdings biased towards slower-growth large-cap equities that result in the fund’s under-pe...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c875ea7333b3515823d9df9935c2064
https://doi.org/10.1080/1350486x.2021.1891554
https://doi.org/10.1080/1350486x.2021.1891554
Publikováno v:
2021 IEEE International Conference on Data Science and Computer Application (ICDSCA).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d0da017514179a9321f07c6c5f4f52c8
https://doi.org/10.1109/icdsca53499.2021.9650229
https://doi.org/10.1109/icdsca53499.2021.9650229
Publikováno v:
Finance Research Letters. 47:102770
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::48341fe216e2e69d70020d4cb27ba886
https://doi.org/10.1016/j.frl.2022.102770
https://doi.org/10.1016/j.frl.2022.102770
Publikováno v:
Asia-Pacific Journal of Operational Research. 38
This paper analyzes irreversible investments in technology under asymmetric duopoly. Asset prices are defined by a diffusion with Poisson jumps. Assuming negative externalityfor profit flows, we develop a real options and game theoretic valuation mod
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d24bea46d23de6955a4ad41ef5ca0ebe
https://doi.org/10.1142/s0217595921500093
https://doi.org/10.1142/s0217595921500093