UM

Browse/Search Results:  1-7 of 7 Help

Selected(0)Clear Items/Page:    Sort:
Vibration behavior of the functionally graded porous (FGP) doubly-curved panels and shells of revolution by using a semi-analytical method Journal article
COMPOSITES PART B-ENGINEERING, 2019,Volume: 157,Page: 219-238
Authors:  Zhao, Jing;  Xie, Fei;  Wang, Ailun;  Shuai, Cijun;  Tang, Jinyuan;  Wang, Qingshan
Favorite  |  View/Download:9/0  |  Submit date:2019/01/17
Vibration behavior  Functionally graded porous  Doubly-curved panels and shells of revolution  Modified series solution  General boundary conditions  
A regression-based numerical scheme for backward stochastic differential equations Journal article
COMPUTATIONAL STATISTICS, 2017,Volume: 32,Issue: 4,Page: 1357-1373
Authors:  Deng DING;  Yiqi Liu
Favorite  |  View/Download:4/0  |  Submit date:2019/07/23
Characteristic Functions  Least-squares Regressions  Monte Carlo Methods  European Options  
An Efficient Fourier Expansion Method for the Calculation of Value-at-Risk: Contributions of Extra-ordinary Risks Journal article
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2016,Volume: 3,Issue: 1
Authors:  U, Sio Chong;  So, Jacky;  Ding, Deng;  Liu, Lihong
Favorite  |  View/Download:10/0  |  Submit date:2019/07/22
Value-at-risk  Log-stable Paretain Distribution  Fourier Expansion  
Circulant preconditioning technique for barrier options pricing under fractional diffusion models Journal article
International Journal of Computer Mathematics, 2015,Volume: 92,Issue: 12,Page: 2596-2614
Authors:  Wenfei Wang;  Xu Chen;  Deng Ding;  Siu-Long Lei
Favorite  |  View/Download:16/0  |  Submit date:2019/05/22
Barrier Options Pricing  Circulant Preconditioner  Fractional Diffusion Equations  Krylov Subspace Methods  Lévy Process  
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions Journal article
International Journal of Computer Mathematics, 2013,Volume: 90,Issue: 5,Page: 1096-1113
Authors:  Qing-Jiang Meng;  Deng Ding
Favorite  |  View/Download:13/0  |  Submit date:2019/05/22
Correlation Options  Gbm Model  Modified Sine-sine Expansions  Rainbow Options  Sv Model  Two-dimensional Fourier Expansions  
An efficient algorithm for Bermudan barrier option pricing Journal article
Applied Mathematics-A Journal of Chinese Universities, 2012,Volume: 27,Issue: 1,Page: 49-58
Authors:  DING Deng;  HUANG Ning-ying;  ZHAO Jing-ya
Favorite  |  View/Download:14/0  |  Submit date:2019/05/22
American Barrier Option  Bermudan Option  Fourier Transform  Fourier-cosine Expansion  
Efficient Option Pricing Methods Based on Fourier Series Expansions Journal article
Journal of Mathematical Research & Exposition, 2011,Volume: 31,Issue: 1,Page: 12-22
Authors:  Deng DING;  Sio Chong U
Favorite  |  View/Download:3/0  |  Submit date:2019/07/09
Option Pricing  L´evy Process  Fourier Transform  Fourier Expansions