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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
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:2/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
Computational study of lateral jet interaction in hypersonic thermochemical non-equilibrium flows using nonlinear coupled constitutive relations
期刊论文
PHYSICS OF FLUIDS, 2023, 卷号: 35, 期号: 11, 页码: 14
作者:
Zeng, Shuhua
;
Yang, Junyuan
;
Zhao, Wenwen
;
Huang YF(黄依峰)
;
Jiang, Zhongzheng
收藏
  |  
浏览/下载:0/0
  |  
提交时间:2024/01/22
Pricing Discrete Barrier Options Under the Jump-Diffusion Model with Stochastic Volatility and Stochastic Intensity
期刊论文
COMMUNICATIONS IN MATHEMATICS AND STATISTICS, 2022, 页码: 25
作者:
Duan, Pingtao
;
Liu, Yuting
;
Ma, Zhiming
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  |  
浏览/下载:6/0
  |  
提交时间:2023/02/07
Option pricing
Discrete barrier options
Jump-diffusion model
Stochastic volatility
Stochastic intensity
Large-stepsize integrators for charged-particle dynamics over multiple time scales
期刊论文
NUMERISCHE MATHEMATIK, 2022, 页码: 33
作者:
Hairer, Ernst
;
Lubich, Christian
;
Shi, Yanyan
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  |  
浏览/下载:1/0
  |  
提交时间:2023/02/07
Charged particle
Strong magnetic field
Boris algorithm
Variational integrator
Filtered variational integrator
Modulated Fourier expansion
Long-term behaviour
New incremental secant linearization method for mean-field homogenization approach of elasto-viscoplastic microscopic heterogeneous materials
期刊论文
COMPOSITE STRUCTURES, 2021, 卷号: 271, 页码: 114125
作者:
Rao W(饶威)
;
Yu, Chao
;
Zhang, Juan
;
Kang, Guozheng
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  |  
浏览/下载:12/0
  |  
提交时间:2022/10/25
Incremental secant linearization method
Micro-mechanics
Elasto-viscoplastic microscopic heterogeneous materials
A preliminary study of the weathering mechanism of fossilized Cretaceous Hamipterus bones
期刊论文
SCIENCE CHINA-EARTH SCIENCES, 2021, 页码: 12
作者:
Li, Ying
;
Luo, Wugan
;
Yang, Yimin
;
Jiang, Shunxing
;
Wang, Xiaolin
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  |  
浏览/下载:23/0
  |  
提交时间:2021/09/17
Hamipterus
fossil weathering
hydroxyapatite
coefficient of thermal expansion
Xinjiang
Nonlocal response of multi-field coupling elastic medium based on fractional order strain
期刊论文
ZAMM-ZEITSCHRIFT FUR ANGEWANDTE MATHEMATIK UND MECHANIK, 2021, 卷号: 101, 期号: 6
作者:
Ma, Yongbin
;
Wang, Le
;
Huang, Fei
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  |  
浏览/下载:8/0
  |  
提交时间:2021/06/03
Fourier transforms
fractional order strain
Laplace transforms
nonlocal thermoelasticity
three‐
dimensional modeling
Numerical investigation of flow structures resulting from the interaction between an oblique detonation wave and an upper expansion corner
期刊论文
JOURNAL OF FLUID MECHANICS, 2020, 卷号: 903, 页码: 17
作者:
Wang KL(王宽亮)
;
Teng HH(滕宏辉)
;
Yang PF(杨鹏飞)
;
Ng HD
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  |  
浏览/下载:12/0
  |  
提交时间:2020/11/30
detonation waves
Investigation of the linear and mode-coupled flow harmonics in Au plus Au collisions at root s(NN)=200 GeV
期刊论文
PHYSICS LETTERS B, 2020, 卷号: 809, 页码: 8
作者:
Adam, J.
;
Adamczyk, L.
;
Adams, J. R.
;
Adkins, J. K.
;
Agakishiev, G.
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  |  
浏览/下载:25/0
  |  
提交时间:2021/12/13
Collectivity
Correlation
Shear viscosity
Propagation of Rayleigh waves in unsaturated porothermoelastic media
期刊论文
International Journal for Numerical and Analytical Methods in Geomechanics, 2020, 卷号: 44, 期号: 12, 页码: 1656-1675
作者:
Liu, Hongbo
;
Zhou, Fengxi
;
Wang, Liye
;
Zhang, Ruiling
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2022/02/17
Flow of fluids
Heat conduction
Phase velocity
Porous materials
Rayleigh waves
Thermal conductivity
Thermal expansion
Mass balance equations
Momentum balance equations
Non-Fourier heat conduction
Propagation characteristics
Theoretical derivations
Thermal expansion coefficients
Unsaturated porous media
Unsaturated porous medium
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