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Environmental Harshness and Unpredictability, Life History, and Social and Academic Behavior of Adolescents in Nine Countries Journal article
Developmental Psychology, 2019,Volume: 55,Issue: 4,Page: 890-903
Authors:  Chang,Lei;  Lu,Hui Jing;  Lansford,Jennifer E.;  Skinner,Ann T.;  Bornstein,Marc H.;  Steinberg,Laurence;  Dodge,Kenneth A.;  Chen,Bin Bin;  Tian,Qian;  Bacchini,Dario;  Deater-Deckard,Kirby;  Pastorelli,Concetta;  Alampay,Liane Peña;  Sorbring,Emma;  Al-Hassan,Suha M.;  Oburu,Paul;  Malone,Patrick S.;  Di Giunta,Laura;  Uribe Tirado,Liliana Maria;  Tapanya,Sombat
Adobe PDF | Favorite |  | TC[WOS]:21 TC[Scopus]:22 | Submit date:2019/07/08
Academic Performance  Environmental Harshness  Externalizing  Fast And Slow Life History Strategy  Unpredictability  
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 |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2018/10/30
Interest rate modelling  Marked point process  Hawkes processes  Bond pricing  Bond option  
Tri-diagonal preconditioner for pricing options Journal article
Journal of Computational and Applied Mathematics, 2012,Volume: 236,Issue: 17,Page: 4365-4374
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/02/11
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
Circulant preconditioners for pricing options Conference paper
Linear Algebra and Its Applications, Nanjing, PEOPLES R CHINA, NOV 02-05, 2008
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Vong S.-W.;  Jin X.-Q.
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2018/12/24
European Call Option  Family Of Generating Functions  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Partial Integro-differential Equation  Strang's Circulant Preconditioner  
Boundary value methods with the Crank-Nicolson preconditioner for pricing options in the jump-diffusion model Journal article
International Journal of Computer Mathematics, 2011,Volume: 88,Issue: 8,Page: 1730-1748
Authors:  Shu-Ling Yang;  Spike T. Lee;  Hai-Wei Sun
Favorite |  | TC[WOS]:4 TC[Scopus]:4 | Submit date:2019/02/13
Boundary Value Method  Crank-nicolson Time-marching Scheme  Fourth-order Compact Scheme  Jump-diffusion  Preconditioner  Toeplitz Matrix  
Tri-diagonal preconditioner for Toeplitz systems from finance Journal article
East Asian Journal on Applied Mathematics, 2011,Volume: 1,Issue: 1,Page: 82-88
Authors:  Pang H.-K.;  Zhang Y.-Y.;  Jin X.-Q.
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | Submit date:2019/02/11
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System (Matrix)  Partial Integro-differential Equation  Tri-diagonal Preconditioner  
Circulant preconditioners for pricing options Journal article
Linear Algebra and its Applications, 2010,Volume: 434,Issue: 11,Page: 2325-2342
Authors:  Hong-KuiPang;  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-QingJin
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2019/07/30
European Call Option  Nonsymmetric Toeplitz System  Normalized Preconditioned System  Strang’s Circulant Preconditioner  Family Of Generating Functions  Partial Integro-differential Equation  
A family of generating functions with an application in finance Conference paper
Proceedings of the National Institute for Mathematical Sciences, Daejeon, Korea, October 10-12 2008
Authors:  Ying-Ying Zhang;  Seak-Weng Vong;  Xiao-Qing Jin
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/24
A Simple Analytical and Numerical Approach for Pricing Compound Options Journal article
A Journal of Chinese Universities (English Series), 2006,Volume: 15,Issue: 4,Page: 367-374
Authors:  Deng Ding;  Chikeong Leong;  Xiaoqing Jin
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/07/09
Compound Option  Girsanov Theorem  Bisection Method  European Call Option  Brownian Motion