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兰州财经大学机构知识库
Lanzhou University of Finance and Economics. All
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Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms
期刊论文
Soft Computing, 2023, 卷号: 27, 期号: 20, 页码: 15225-15246
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
收藏
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浏览/下载：47/0
|
提交时间：2023/07/17
Brownian movement
Commerce
Convolutional neural networks
Costs
Financial markets
Investments
Learning systems
Risk analysis
Risk assessment
Artificial intelligence algorithms
Deep learning
Financial assets
Implied volatility
Intelligent Algorithms
Mixed fractional Brownian motion
Options pricing
Pricing models
Sub-mixed fractional brownian motion
Time varying
Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework
期刊论文
Technological Forecasting and Social Change, 2024, 卷号: 204
作者:
Guo, Jingjun
;
Kang, Weiyi
;
Wang, Yubing
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浏览/下载：72/0
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提交时间：2024/06/12
Convolutional neural networks
Costs
Deep learning
Electronic trading
Financial markets
Forecasting
Investments
Neural network models
Parameter estimation-Artificial intelligence algorithms
Deep learning
Dynamic ensemble
Nonparametrics
Option price
Option price forecasting
Options pricing
Parameter optimization
Price forecasting
Pricing models
Pricing European option under the generalized fractional jump-diffusion model
期刊论文
FRACTIONAL CALCULUS AND APPLIED ANALYSIS, 2024, 卷号: 27, 期号: 4, 页码: 1917-1947
作者:
Guo, Jingjun
;
Wang, Yubing
;
Kang, Weiyi
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浏览/下载：70/0
|
提交时间：2024/06/12
Generalized fractional jump process
It & ocirc
formula
European option pricing
Sensitivity analysis
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate
期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024
作者:
Guo, Jingjun
;
Wang, Yubing
;
Kang, Weiyi
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浏览/下载：40/0
|
提交时间：2024/11/05
European vulnerable option pricing
Quasi-martingale measure
Stochastic interest rate
Sub-mixed fractional jump process
PRODUCT PRICING, GREEN EFFORT DECISIONS AND COORDINATION IN A DYNAMIC THREE-ECHELON GREEN SUPPLY CHAIN
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2024, 卷号: 20, 期号: 9, 页码: 2906-2933
作者:
Wang, Shijuan
;
Liu, Linzhong
;
Wen, Jin
收藏
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浏览/下载：26/0
|
提交时间：2024/03/21
Green supply chain
coordination
pricing
green efforts
differential game
Optimal Exercise Boundary of American Fractional Lookback Option in a Mixed Jump-Diffusion Fractional Brownian Motion Environment
期刊论文
MATHEMATICAL PROBLEMS IN ENGINEERING, 2017, 卷号: 2017, 期号: 1, 页码: 1
作者:
Yang, Zhaoqiang
Adobe PDF(556Kb)
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浏览/下载：165/5
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提交时间：2021/03/24
Costs
Stochastic systems
Fractional brownian motion
Fundamental solutions
Integral representation
Jump diffusion
Market pricing
Optimal exercise boundary
Skorohod integrals
Stochastic parabolic partial differential equations
Investor sentiment, information and asset pricing model
期刊论文
ECONOMIC MODELLING, 2013, 卷号: 35, 页码: 436-442
作者:
Yang, Chunpeng
;
Li, Jinfang
Adobe PDF(599Kb)
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收藏
|
浏览/下载：64/1
|
提交时间：2021/03/24
Investor sentiment
Asset pricing model
Financial anomalies
Market efficiency
Two-period trading sentiment asset pricing model with information
期刊论文
ECONOMIC MODELLING, 2014, 卷号: 36, 页码: 1-7
作者:
Yang, Chunpeng
;
Li, Jinfang
Adobe PDF(528Kb)
|
收藏
|
浏览/下载：76/0
|
提交时间：2021/03/24
Investor sentiment
Dynamic asset pricing
Overreaction
Product pricing and green decision-making considering consumers' multiple preferences under chain-to-chain competition
期刊论文
Kybernetes, 2022, 卷号: 53, 期号: 1, 页码: 152-187
作者:
Wang, Shijuan
;
Liu, Linzhong
;
Wen, Jin
;
Wang, Guangwei
收藏
|
浏览/下载：57/0
|
提交时间：2023/02/24
Competition
Costs
Decision making
Profitability
Sustainable development
Asymmetric channel
Competitive supply chains
Consumer' multiple preference
Decisions makings
Design/methodology/approach
Development needs
Game
Green products
Green supply chain
Product pricing
