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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