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Evaluation of geometric Asian power options under fractional Brownian motion
Mao, Zhijuan; Liang, Zhian - In: Journal of mathematical finance 4 (2014) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10010422095
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Optimal risk taking under high-water mark contract with jump risk
Mu, Congming; Yan, Jingzhou; Liang, Zhian - In: Finance research letters 38 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
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Timescales of delay propagation in airport networks
Wang, Yanjun; Li, Max Z.; Gopalakrishnan, Karthik; Liu, … - In: Transportation research / E : an international journal 161 (2022), pp. 1-21
Persistent link: https://www.econbiz.de/10013275889
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Jump Risk and Option Liquidity in an Incomplete Market
Hsieh, PeiLin Billy - 2015
We investigate the effects of return jumps on option bid-ask spreads measured in implied volatility. To explain bid-ask spread quoting behavior, we construct a general model with market makers trading in an incomplete market in which a Bernoulli-type jump could occur. Following a numerical...
Persistent link: https://www.econbiz.de/10013032811
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Product quality and quantity with responsive pricing
Yu, Yugang; Wang, Yanjun; Liu, Yan - In: International journal of production research 59 (2021) 23, pp. 7160-7178
Persistent link: https://www.econbiz.de/10012697485
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The study on the operating efficiency of rural banks based on DEA model : a case of Jiangsu Province
Xu, Lingjuan; Wang, Yanjun; Zhu, Huailei - In: International journal of economics and finance 9 (2017) 8, pp. 212-220
Persistent link: https://www.econbiz.de/10011714770
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Flexible strategies under supply disruption : the interplay between contingent sourcing and responsive pricing
Wang, Yanjun; Yu, Yugang - In: International journal of production research 58 (2020) 16, pp. 4829-4850
Persistent link: https://www.econbiz.de/10012266094
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Robust canonical duality theory for solving nonconvex programming problems under data uncertainty
Shen, Linsong; Wang, Yanjun; Zhang, Xiaomei - In: Mathematical methods of operations research 84 (2016) 1, pp. 183-204
Persistent link: https://www.econbiz.de/10011673505
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Green supplier selection and order allocation using linguistic Z-numbers MULTIMOORA method and bi-objective non-linear programming
Gai, Ling; Liu, Hu-chen; Wang, Yanjun; Xing, Yuping - In: Fuzzy optimization and decision making : a journal of … 22 (2023) 2, pp. 267-288
Persistent link: https://www.econbiz.de/10014251893
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A graph multi-attention network for predicting airport delays
Zheng, Hongfeng; Wang, Ziming; Zheng, Chuanpan; Wang, Yanjun - In: Transportation research : an international journal 181 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014462619