Bessel processes, stochastic volatility, and timer options

von Li, Chenxu
Veröffentlicht in Mathematical finance (2016)

Closed-form expansion, conditional expectation, and option valuation

von Li, Chenxu
Veröffentlicht in Mathematics of operations research (2014)

A closed-form expansion approach for pricing discretely monitored variance swaps

von Li, Chenxu
Veröffentlicht in Operations research letters (2015)

Pricing and exercising American options : an asymptotic expansion approach

von Li, Chenxu
Veröffentlicht in Journal of economic dynamics & control (2019)

Exact simulation of the Ornstein-Uhlenbeck driven stochastic volatility model

von Li, Chenxu
Veröffentlicht in European journal of operational research (2019)

Estimating jump-diffusions using closed-form likelihood expansions

von Li, Chenxu
Veröffentlicht in Journal of econometrics (2016)

Pricing discretely monitored barrier options : When Malliavin calculus expansions meet Hilbert transforms

von Cai, Ning
Veröffentlicht in Journal of economic dynamics & control (2021)

Closed-form expansions of discretely monitored Asian options in diffusion models

von Cai, Ning
Veröffentlicht in Mathematics of operations research (2014)

Uniform test for predictive regression with AR errors

von Li, Chenxue
Veröffentlicht in Journal of business & economic statistics (2017)

Earthquake parametric insurance with Bayesian spatial quantile regression

von Pai, Jeffrey
Veröffentlicht in Insurance / Mathematics & economics (2022)

Closed-form implied volatility surfaces for stochastic volatility models with jumps

von Aït-Sahalia, Yacine
Veröffentlicht in Journal of econometrics (2021)

Fault Diagnosis Technology of Low Voltage Circuit Breaker Based on Multilayer Perceptron

von Yan, Siling
Veröffentlicht in China Electrotechnical Society (16. : 2021 : Peking) The proceedings of the 16th Annual Conference of China Electrotechnical Society ; Volume 3, set 1 (2022)

Battery SOC Estimation Method Based on BP Neural Network Optimized by Genetic Algorithm

von Ma, Xingyuan
Veröffentlicht in International Conference on Electrical Engineering and Information Technologies for Rail Transportation (5. : 2021 : Tsingtau) Proceedings of the 5th International Conference on Electrical Engineering and Information Technologies for Rail Transportation (EITRT) 2021: Rail transportation system safety and maintenance technologies (2022)