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Bond and option pricing for interest rate model with clustering effects Journal article
QUANTITATIVE FINANCE, 2018,Volume: 18,Issue: 6,Page: 969-981
Authors:  Zhang, Xin;  Xiong, Jie;  Shen, Yang
Favorite  |  View/Download:13/0  |  Submit date:2018/10/30
Interest rate modelling  Marked point process  Hawkes processes  Bond pricing  Bond option  
Identifying a Set of Key Members in Social Networks Using SDP-Based Stochastic Search and Integer Programming Algorithms Journal article
ASIA-PACIFIC JOURNAL OF OPERATIONAL RESEARCH, 2017,Volume: 34,Issue: 3
Authors:  Wu, Wentao;  Chan, Wai Kin Victor;  Chi, Lei;  Gong, Zhiguo
Favorite  |  View/Download:19/0  |  Submit date:2018/10/30
Key Player Problem  Social Network Analysis  Semi-definite Programming  Greedy Algorithm