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| 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 | | TC[WOS]:1 TC[Scopus]:0 | Submit date：2019/07/22
Value-at-risk Log-stable Paretain Distribution Fourier Expansion |
| An Accumulator Pricing Method Based on Fourier-Cosine Series Expansions Journal article
INTERNATIONAL JOURNAL OF FINANCIAL ENGINEERING, 2015,Volume: 2,Issue: 2
Authors: Deng DING; Wang, WF
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/07/22
Accumulator Fourier Cosine Expansions Monte Carlo Simulation Discrete Barrier Option OptiOn On Forward |
| Quadratic finite element and preconditioning methods for options pricing in the SVCJ model Journal article
Journal of Computational Finance, 2014,Volume: 17,Issue: 3,Page: 3-30
Authors: Zhang Y.-Y.; Pang H.-K.; Feng L.; Jin X.-Q.
Favorite | | TC[WOS]:2 TC[Scopus]:2 | Submit date：2019/02/11
Jump Diffusion-processes Stochastic Volatility American Options Returns Systems Assets |
| Efficient rainbow options pricing methods based on two-dimensional fourier series expansions Conference paper
Applied Mechanics and Materials, Kunming, PEOPLES R CHINA, JUL 17-19, 2013
Authors: Deng Ding; Qingjiang Meng; Jiayu Zheng
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/02/13
Call-on-maximum Option Gbm Model Jump-diffusion Model Put-on-minimum Two-dimensional Modified Fourier Expansions |
| Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility Journal article
Journal of Banking and Finance, 2013,Volume: 37,Issue: 5,Page: 1777-1786
Authors: Wang K.; Liu J.; Liu Z.
Favorite | | TC[WOS]:7 TC[Scopus]:9 | Submit date：2019/02/14
Co-jump Co-volatility High-frequency Finance Idiosyncratic Jumps Itô Semi-martingale Microstructure Noise Non-synchronous Trading |
| Cyber security and privacy issues in smart grids Journal article
IEEE Communications Surveys and Tutorials, 2012,Volume: 14,Issue: 4,Page: 981
Authors: Liu J.; Xiao Y.; Li S.; Liang W.; Chen C.L.P.
 View |  Adobe PDF | Favorite | | TC[WOS]:256 TC[Scopus]:309 | Submit date：2018/10/30
Accountability Ami Privacy Scada Security Smart Grid |
| A survey of communication/networking in Smart Grids Journal article
Future Generation Computer Systems, 2012,Volume: 28,Issue: 2,Page: 391
Authors: Gao J.; Xiao Y.; Liu J.; Liang W.; Chen C.L.P.
Favorite | | TC[WOS]:279 TC[Scopus]:354 | Submit date：2018/10/30
Communication Control and management Networking Optimization QoS Smart Grid |
| OMIS-Based Collaboration with Service-Oriented Design Book chapter
出自: Encyclopedia of Information Science and Technology, Second Edition:Information Science Reference (IGI Global Inc.), 2009
Authors: Vat, Kam Hou
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/06/03 |
| E-Portfolio and Pedagogical Change for Virtual Universities Book chapter
出自: Encyclopedia of Networked and Virtual Organizations:Information Science Reference, 2008, 2008
Authors: Vat, Kam Hou
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/07/24 |
| Designing OMIS-Based Collaboration for Learning Organizations Book chapter
出自: Encyclopedia of Information Science and Technology, Hershey, USA:Idea Group Reference (Idea Group Inc.), 2005, 页码:
827-830
Authors: Kam Hou Vat
Favorite | | TC[WOS]:0 TC[Scopus]:0 | Submit date：2019/06/03 |
