中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
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CAS IR Grid
机构
数学与系统科学研究... [10]
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中国科学院大学 [1]
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OAI收割 [22]
iSwitch采集 [1]
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期刊论文 [20]
学位论文 [2]
会议论文 [1]
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Environmen... [1]
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Valuing equity-linked guaranteed minimum death benefits with
European
-style
Asian
payoffs under a regime switching jump-diffusion model
期刊论文
OAI收割
COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION, 2024, 卷号: 128, 页码: 19
作者:
Wang, Yayun
;
Liu, Shengda
  |  
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
Pricing arithmetic Asian and Amerasian options: A diffusion operator integral expansion approach
期刊论文
OAI收割
JOURNAL OF FUTURES MARKETS, 2022, 页码: 25
作者:
Ding, Kailin
;
Cui, Zhenyu
;
Yang, Xiaoguang
  |  
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2023/02/07
American Asian options
Asian option
diffusion operator integral
series expansion
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
期刊论文
OAI收割
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
  |  
收藏
  |  
浏览/下载:11/0
  |  
提交时间:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
Pricing strategies for blockchain payment service under customer heterogeneity
期刊论文
OAI收割
INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS, 2021, 卷号: 242, 页码: 14
作者:
Li, Yuze
;
Jiang, Shangrong
;
Shi, Jianming
;
Wei, Yunjie
  |  
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2022/04/02
Blockchain
Supply chain management
Pricing strategy
Game theory
Supply option contracts with spot market and demand information updating
期刊论文
OAI收割
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2018, 卷号: 266, 期号: 3, 页码: 1062-1071
作者:
Zhao, Yingxue
;
Choi, Tsan-Ming
;
Cheng, T. C. E.
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2018/07/30
Supply chain management
Supply chain contract
Option contract
Spot market
Demand information updating
Estimation of market prices of risks in the GARCH diffusion model
期刊论文
OAI收割
ECONOMIC RESEARCH-EKONOMSKA ISTRAZIVANJA, 2018, 卷号: 31, 期号: 1, 页码: 15-36
作者:
Wu, Xinyu
;
Zhou, Hailin
;
Wang, Shouyang
  |  
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2018/07/30
Market prices of risks
GARCH diffusion model
option pricing
efficient importance sampling
maximum likelihood
particle filter
选择?放弃?— 决策程序对跨期偏好的影响
学位论文
OAI收割
硕士, 北京: 中国科学院研究生院, 2017
作者:
王延伸
收藏
  |  
浏览/下载:28/0
  |  
提交时间:2017/06/22
程序不变性
跨期决策
偏好差异
解释水平
Impact analysis of reducing multi-provincial irrigation subsidies in China: a policy simulation based on a CGE model
期刊论文
OAI收割
WATER POLICY, 2017, 卷号: 19, 期号: 2, 页码: 216-232
作者:
Zhong, Shuai
;
Shen, Lei
;
Liu, Litao
;
Zhang, Chao
;
Shen, Ming
  |  
收藏
  |  
浏览/下载:13/0
  |  
提交时间:2019/09/25
16 provinces
Computable General Equilibrium model
Factor mobility
Farming sectors
Provincial water savings
Reducing irrigation subsidy
Rural households
Impact analysis of reducing multi-provincial irrigation subsidies in China: a policy simulation based on a CGE model
期刊论文
OAI收割
WATER POLICY, 2017, 卷号: 19, 期号: 2, 页码: 216-232
作者:
Zhong, Shuai
;
Shen, Lei
;
Liu, Litao
;
Zhang, Chao
;
Shen, Ming
  |  
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/09/25
16 provinces
Computable General Equilibrium model
Factor mobility
Farming sectors
Provincial water savings
Reducing irrigation subsidy
Rural households
Impact analysis of reducing multi-provincial irrigation subsidies in China: a policy simulation based on a CGE model
期刊论文
OAI收割
WATER POLICY, 2017, 卷号: 19, 期号: 2, 页码: 216-232
作者:
Zhong, Shuai
;
Shen, Lei
;
Liu, Litao
;
Zhang, Chao
;
Shen, Ming
  |  
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/09/25
16 provinces
Computable General Equilibrium model
Factor mobility
Farming sectors
Provincial water savings
Reducing irrigation subsidy
Rural households