UM

Browse/Search Results:  1-4 of 4 Help

Filters                
Selected(0)Clear Items/Page:    Sort:
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 |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/07/23
Characteristic Functions  Least-squares Regressions  Monte Carlo Methods  European Options  
Estimating integrated co-volatility with partially miss-ordered high frequency data Journal article
Statistical Inference for Stochastic Processes, 2016,Volume: 19,Issue: 2,Page: 175-197
Authors:  Liu Z.
Favorite |  | TC[WOS]:0 TC[Scopus]:3 | Submit date:2019/02/14
Central Limit Theorem  Diffusion Model  High Frequency Data  Multiple Transactions  Stable Convergence  
Predictive Deep Boltzmann Machine for Multiperiod Wind Speed Forecasting Journal article
IEEE Transactions on Sustainable Energy, 2015,Volume: 6,Issue: 4,Page: 1416
Authors:  Zhang C.-Y.;  Chen C.L.P.;  Gan M.;  Chen L.
Favorite |  | TC[WOS]:90 TC[Scopus]:115 | Submit date:2018/10/30
Deep Boltzmann Machine (Dbm)  Deep Learning  Time Series  Wind Speed Prediction  
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