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Global optimality conditions for cubic minimization problem with box or binary constraints
Wang, Yanjun; Liang, Zhian - In: Journal of Global Optimization 47 (2010) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10008456027
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Global optimality conditions for cubic minimization problem with box or binary constraints
Wang, Yanjun; Liang, Zhian - In: Journal of global optimization : an international … 47 (2010) 4, pp. 583-596
Persistent link: https://www.econbiz.de/10008434287
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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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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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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
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Correlation of Quantitative Risk Results for High Hazard Processes
Wang, Yanjun; West, Harry H.; Teague, Tom L.; Hasan, Najmul - In: Risk analysis : an international journal 23 (2003) 5, pp. 937-944
Persistent link: https://www.econbiz.de/10006821020
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Hydroxylamine production: will a QRA help you decide?
Krishna, Kiran; Wang, Yanjun; Saraf, Sanjeev R.; … - In: Reliability engineering & system safety 81 (2003) 2, pp. 215-224
Persistent link: https://www.econbiz.de/10006821532
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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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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