Zobrazeno 1 - 10
of 26
pro vyhledávání: '"Youfa Sun"'
Publikováno v:
Fractal and Fractional, Vol 8, Iss 6, p 316 (2024)
To better simulate the prices of underlying assets and improve the accuracy of pricing financial derivatives, an increasing number of new models are being proposed. Among them, the Lévy process with jumps has received increasing attention because of
Externí odkaz:
https://doaj.org/article/4ad35f14c57f48a695ba9b5e373bbd91
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-31 (2021)
Abstract The purpose of this study is to provide a hybrid group decision-making approach to evaluate fintech-based financial alternatives for green energy investment projects. First, the multidimensional factors of due diligence for fintech-based fin
Externí odkaz:
https://doaj.org/article/33cd67b34699466d8bb840b1c439b111
Publikováno v:
Fractal and Fractional, Vol 7, Iss 4, p 334 (2023)
Fractional derivatives and regime-switching models are widely used in various fields of finance because they can describe the nonlocal properties of the solutions and the changes in the market status, respectively. The regime-switching time-fractiona
Externí odkaz:
https://doaj.org/article/66b374e8131a45e6b16bf950d1719d94
Publikováno v:
Open Mathematics. 20:24-37
The asset-liability management problem with cash flow under an uncertain exit time has been investigated in this article, which is based on the fundamental framework of the mean-variance model in the multi-period version. The liability and random cas
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79ae1a06475cebefd26b5c83c4a13060
https://doi.org/10.1515/math-2022-0007
https://doi.org/10.1515/math-2022-0007
Publikováno v:
Financial Innovation, Vol 7, Iss 1, Pp 1-31 (2021)
The purpose of this study is to provide a hybrid group decision-making approach to evaluate fintech-based financial alternatives for green energy investment projects. First, the multidimensional factors of due diligence for fintech-based financing al
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34cef21c79425846dde8ddfd5b1ef2b7
https://doaj.org/article/33cd67b34699466d8bb840b1c439b111
https://doaj.org/article/33cd67b34699466d8bb840b1c439b111
Publikováno v:
2021 IEEE International Conference on Data Science and Computer Application (ICDSCA).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f34ce5d257d00ab2c3c03640aa6b1bce
https://doi.org/10.1109/icdsca53499.2021.9650325
https://doi.org/10.1109/icdsca53499.2021.9650325
Publikováno v:
International Journal of Computer Mathematics. 94:989-1014
This research examines whether there exists an appealing distribution for random jump amplitude, in the sense that with which the stochastic volatility double-jump-diffusions SVJJ model would potentially have a superior option market fit, meanwhile k
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c0db196b3bd9c9b03b6a3b0f80770676
https://doi.org/10.1080/00207160.2016.1158814
https://doi.org/10.1080/00207160.2016.1158814
Publikováno v:
Journal of Physics: Conference Series. 1624:022016
In order to sample asset price more accurately under the non-affine Heston model in the situation where the Feller condition was unsatisfied, we proposed the key technique of almost exact simulation for non-affine Heston model, by fusing the approxim
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::65ac4e434bd9035e9b62654548788d2b
https://doi.org/10.1088/1742-6596/1624/2/022016
https://doi.org/10.1088/1742-6596/1624/2/022016
Publikováno v:
Journal of Physics: Conference Series. 1624:022032
The non-affine stochastic volatility model has attracted increasing attention in recent years, due to its excellent performance in describing the nonlinear characteristics of asset price path. However, the fact that there is no close-form of option p
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79181c1fbe52c334535ff94b4d8cf2f2
https://doi.org/10.1088/1742-6596/1624/2/022032
https://doi.org/10.1088/1742-6596/1624/2/022032