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Integral equation methods for pricing perpetual Bermudan options

Ma, Jingtang; Luo, Peng - In: Journal of applied finance & banking 2 (2012) 3, pp. 51-64

This paper develops integral equation methods to the pricing problems of perpetual Bermudan options. By mathematical derivation, the optimal exercise boundary of perpetual Bermudan options can be determined by an integral-form nonlinear equation which can be solved by a root-finding algorithm....

Persistent link: https://www.econbiz.de/10010009132

DSD: a generic software package for model-based fault diagnosis in dynamic systems

Wang, Peng; Chen, Xiao Ming; Aldemir, Tunc - In: Reliability engineering & system safety 75 (2002) 1, pp. 31-40

Persistent link: https://www.econbiz.de/10006829245

The empirics of inflation in China

Chow, Gregory C.; Wang, Peng - In: Economics letters 109 (2010) 1, pp. 28-31

Persistent link: https://www.econbiz.de/10008705760

Psychological processes linking authentic leadership to follower behaviors

Walumbwa, Fred O.; Wang, Peng; Wang, Hui; Schaubroeck, John - In: The leadership quarterly : LQ ; an international … 21 (2010) 5, pp. 901-915

Persistent link: https://www.econbiz.de/10008715541

Ownership structure and accounting conservatism in China

Cullinan, Charles P.; Wang, Fangjun; Wang, Peng; Zhang, … - In: Journal of international accounting auditing & taxation 21 (2012) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10009841027

The compensation thesis, as exemplified by the case of the Chinese central bank

Lavoie, Marc; Wang, Peng - In: International review of applied economics 26 (2012) 3, pp. 287-302

Persistent link: https://www.econbiz.de/10009842365

Risk-averse reliability optimisation in electronic product design with component and non-component failures

Jin, Tongdan; Liao, Haitao; Wang, Peng - In: International journal of product development : IJPD 5 (2008) 1/2, pp. 93-108

Persistent link: https://www.econbiz.de/10009866378

A Workgroup Climate Perspective on the Relationships Among Transformational Leadership, Workgroup Diversity, and Employee Creativity

Wang, Peng; Rode, Joseph C.; Shi, Kan; Luo, Zhengxue; … - In: Group & organization management : an international journal 38 (2013) 3, pp. 334-360

Persistent link: https://www.econbiz.de/10010131456

Residual‐based IV estimation of dynamic panel data models with fixed effects

Yu, Zhuangxiong; Wang, Meijin; Wang, Peng - In: Statistica Neerlandica : journal of the Netherlands … 67 (2013) 2, pp. 121-144

Persistent link: https://www.econbiz.de/10010107552

Counterterror measures and economic growth: A differential game

Wang, Jun; Wang, Peng - In: Operations research letters 41 (2013) 3, pp. 285-289

Persistent link: https://www.econbiz.de/10010108704