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Rate efficient estimation of realized Laplace transform of volatility with microstructure noise Journal article
SCANDINAVIAN JOURNAL OF STATISTICS, 2019,Volume: 46,Issue: 3,Page: 920-953
Authors:  Li Wang;  Zhi Liu;  Xiaochao Xia
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2020/06/03
High-frequency Data  Stable Convergence  Laplace Transform Of Volatility  Microstructure Noise  Pre-averaging  
Laplace transform: a new approach in solving linear quaternion differential equations Journal article
MATHEMATICAL METHODS IN THE APPLIED SCIENCES, 2018,Volume: 41,Issue: 11,Page: 4033-4048
Authors:  Cai, Zhen-Feng;  Kou, Kit Ian
Favorite |  | TC[WOS]:8 TC[Scopus]:8 | Submit date:2018/10/30
Quaternion  Quaternion Differential Equations  Initial Value Problems  Laplace Transform  
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise Journal article
SOFT COMPUTING, 2018,Volume: 23,Issue: 14,Page: 5739-5752
Authors:  Li Wang;  Zhi Liu;  · Xiaochao Xi
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2020/06/03
High-frequency Data  Laplace Transform  Microstructure Noise  Pure Jump Processes  
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations Journal article
Journal of Scientific Computing, 2018,Volume: 74,Issue: 1,Page: 49-69
Authors:  Zhou,Zhiqiang;  Ma,Jingtang;  Sun,Hai wei
Favorite |  | TC[WOS]:9 TC[Scopus]:9 | Submit date:2019/05/27
American Option Pricing  Fractional Diffusion Equations  Free-boundary Problems  Hyperbola Contour Integral  Laplace Transform Methods  Toeplitz Matrix  
Backward shift invariant subspaces with applications to band preserving and phase retrieval problems Journal article
Mathematical Methods in the Applied Sciences, 2016,Volume: 39,Issue: 6,Page: 1591-1598
Authors:  Tao Qian;  Lihui Tan
Favorite |  | TC[WOS]:5 TC[Scopus]:7 | Submit date:2019/02/11
Backward Shift Invariant Subspace  Band Preserving  Laplace Transform  Phase Retrieval  
An RG-Factorization Approach for a BMAP/M/1 Generalized Processor-Sharing Queue Journal article
Stochastic models, 2005,Volume: 21,Issue: 2-3,Page: 507-530
Authors:  Quan-Lin Li;  Zhaotong Lian;  Liming Liu
Favorite |  | TC[WOS]:17 TC[Scopus]:19 | Submit date:2019/11/25
Batch Markovian Arrival Process (Bmap)  Processor-sharing Queue,  Sojourn Time  Generalized Processor-sharing  Markov Chain Of M/g/1 Type,