UM

Browse/Search Results:  1-10 of 47 Help

Selected(0)Clear Items/Page:    Sort:
FPGA based Implied Volatility Calculation with Multi-section Method Conference paper
Perth, 25/07/2022-28/07/2022
Authors:  Wang, Su;  Huan, Hongxin;  Wong, Seng Fat;  Yen, Joseph
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/08/26
Option Pricing  Implied Volatility  Black-scholes Method  Fpga  Multi-section Method  Heterogeneous Computing  
English textbook selection in Taiwan: Voices of two book sales representatives Journal article
Education Research International, 2022,Volume: 2022,Page: 1-6
Authors:  Barry Lee Reynolds;  Xuan Van Ha;  Melissa H. Yu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/06/07
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations Journal article
Chaos, 2022,Volume: 32,Issue: 2
Authors:  Yuan, Gangnan;  Ding, Deng;  Duan, Jinqiao;  Lu, Weiguo;  Wu, Fengyan
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2022/05/17
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models Journal article
Numerical Algorithms, 2021,Volume: 87,Issue: 3,Page: 939-965
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:2 TC[Scopus]:2 | Submit date:2021/03/09
Direct Method  Implicit-explicit Finite Difference Method  Multi-state European Options Pricing  Precondition  Tempered Fractional Partial Differential Equation  
Strategy for enhancing the image of edible insect restaurants: Focus on internal environmental locus of control Journal article
Journal of Hospitality and Tourism Management, 2020,Volume: 45,Page: 48-57
Authors:  Hwang, Jinsoo;  Choe, Ja Young (Jacey);  Kim, Jinkyung Jenny
Adobe PDF | Favorite |  | TC[WOS]:9 TC[Scopus]:7 | Submit date:2021/12/06
Edible Insect Restaurant  Image  Intentions To Use  Internal Environmental Locus Of Control  Willingness To Pay More  Word-of-mouth Intentions  
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models Journal article
Computers and Mathematics with Applications, 2020,Volume: 79,Issue: 2,Page: 440-456
Authors:  Chen,Xu;  Ding,Deng;  Lei,Siu Long;  Wang,Wenfei
Favorite |  | TC[WOS]:3 TC[Scopus]:3 | Submit date:2021/03/09
Finite Difference Method  Finite Moment Log Stable Model  Preconditioner  Rainbow Options Pricing  Two-dimensional Fractional Partial Differential Equation  
Real options under a double exponential jump-diffusion model with regime switching and partial information Journal article
Quantitative Finance, 2019,Volume: 19,Issue: 6,Page: 1061-1073
Authors:  Luo, Pengfei;  Xiong, Jie;  Yang, Jinqiang;  Yang, Zhaojun
Favorite |  | TC[WOS]:5 TC[Scopus]:4 | Submit date:2022/05/17
Double Exponential Jump-diffusion Process  Information Value  Partial Information  Real Options  
Fast Laplace Transform Methods for Free-Boundary Problems of Fractional Diffusion Equations Journal article
Journal of Scientific Computing, 2018,Page: 49-69
Authors:  Zhou, Z.Q.;  Ma, J.T.;  Sun, H. W.
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2022/07/25
American option pricing  Free-boundary problems  Fractional diffusion equations  Laplace transform methods  Hyperbola contour integral  Toeplitz matrix  
Bond and option pricing for interest rate model with clustering effects Journal article
QUANTITATIVE FINANCE, 2018,Volume: 18,Issue: 6,Page: 969-981
Authors:  Zhang, Xin;  Xiong, Jie;  Shen, Yang
Favorite |  | TC[WOS]:5 TC[Scopus]:5 | Submit date:2018/10/30
Interest rate modelling  Marked point process  Hawkes processes  Bond pricing  Bond option  
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]:10 TC[Scopus]:10 | Submit date:2019/05/27
American Option Pricing  Fractional Diffusion Equations  Free-boundary Problems  Hyperbola Contour Integral  Laplace Transform Methods  Toeplitz Matrix