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Exponential stability of stochastic cellular neural networks with mixed delays Journal article
Communications in Statistics - Theory and Methods, 2018,Volume: 47,Issue: 19,Page: 4881-4894
Authors:  Xiaofei Li;  Deng Ding;  Di Sang
Favorite  |  View/Download:7/0  |  Submit date:2019/05/22
Almost Sure Exponential Stability  Delays  Inequality Techniques  Pth Moment Exponential Stability  Stochastic Cellular Neural Networks  
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:1/0  |  Submit date:2019/07/23
Characteristic Functions  Least-squares Regressions  Monte Carlo Methods  European Options  
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models Journal article
Journal of Scientific Computing, 2017,Volume: 75,Issue: 3,Page: 1633-1655
Authors:  Siu-Long Lei;  Wenfei Wang;  Xu Chen;  Deng Ding
Favorite  |  View/Download:7/0  |  Submit date:2019/05/22
American Options  Fast Preconditioned Penalty Method  Linear Complementarity Problems  Nonlinear Tempered Fractional Partial Differential Equations  Regime-switching Lévy Process  Unconditional Stability  
Mean square exponential stability of stochastic Hopfield neural networks with mixed delays Journal article
Statistics and Probability Letters, 2017,Volume: 126,Page: 88-96
Authors:  Xiaofei Li;  Deng Ding
Favorite  |  View/Download:15/0  |  Submit date:2018/10/30
Mean Square Exponential Stability  Stochastic Hopfield Neural Network  Itô’s Formula  Delay  
Determining the integrated volatility via limit order books with multiple records Journal article
Quantitative Finance, 2017,Volume: 17,Issue: 11,Page: 1697-1714
Authors:  YIQI LIU;  QIANG LIU;  ZHI LIU;  DENG DING
Favorite  |  View/Download:8/0  |  Submit date:2019/05/22
High-frequency Data  Integrated Volatility  Limit Order Books  Microstructure Noise  Multiple Records  
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation Journal article
Computers and Mathematics with Applications, 2017,Volume: 73,Issue: 9,Page: 1932-1944
Authors:  Xu Chen;  Wenfei Wang;  Deng Ding;  Siu-Long Lei
Favorite  |  View/Download:9/0  |  Submit date:2019/05/22
American Options  Hamilton–jacobi–bellman Equation  Preconditioner  Tempered Fractional Derivative  Unconditional Stability  
Certain Subclasses of Multivalent Functions Defined by Higher-Order Derivative Journal article
Journal of Function Spaces, 2017,Volume: 2017,Page: 1-6
Authors:  Xiaofei Li;  Deng Ding;  Liping Xu;  Chuan Qin;  Songbo Hu
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Existence and exponential stability of anti-periodic solutions for interval general bidirectional associative memory neural networks with multiple delays Journal article
Advances in Difference Equations, 2016,Volume: 2016,Page: 1-12
Authors:  Xiaofei Li;  Deng Ding;  Jianzhong Feng;  Songbo Hu
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Anti-periodic Solution  Bidirectional Associative Memory Neural Networks  Delay  Exponential Stability  
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:1/0  |  Submit date:2019/07/22
Value-at-risk  Log-stable Paretain Distribution  Fourier Expansion  
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Journal of Applied Finance&Banking, 2016,Volume: 6,Issue: 2,Page: 1-20
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite  |  View/Download:2/0  |  Submit date:2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming