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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:1/0
  |  
提交时间:2023/12/21
Regime-switching Levy model
Complex Fourier series method
European-style Asian option payoffs
GMDB
BayeSED-GALAXIES. I. Performance Test for Simultaneous Photometric Redshift and Stellar Population Parameter Estimation of Galaxies in the CSST Wide-field Multiband Imaging Survey
期刊论文
ASTROPHYSICAL JOURNAL SUPPLEMENT SERIES, 2023, 卷号: 269, 期号: 2
作者:
Han YK(韩云坤)
;
Fan, Lulu
;
Zheng, Xian Zhong
;
Bai JM(白金明)
;
Han ZW(韩占文)
收藏
  |  
浏览/下载:1/0
  |  
提交时间:2024/03/29
A unified stochastic particle method based on the Bhatnagar-Gross-Krook model for polyatomic gases and its combination with DSMC
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 471, 页码: 21
作者:
Fei,Fei
;
Hu Y(胡远)
;
Jenny,Patrick
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/11/21
Stochastic particle method
BGK model
DSMC
Polyatomic gas
Multiscale flows
Multi-prediction metropolis hastings resampling filtering algorithm based on CUDA
期刊论文
Microprocessors and Microsystems, 2022, 卷号: 93
作者:
Huang, Kaijie
;
Cao, Jie
收藏
  |  
浏览/下载:35/0
  |  
提交时间:2022/07/20
Forecasting
Monte Carlo methods
Parallel programming
Accuracy loss
CUDA
Filtering algorithm
Metropolis Hastings
Multi-prediction model
Particle filter
Prediction modelling
Resampling
Speed estimation
Speed reduction
Frequency response-based decoupling tuning for feedforward compensation ADRC of distributed parameter systems
期刊论文
CONTROL ENGINEERING PRACTICE, 2022, 卷号: 126, 页码: 11
作者:
Liu, Shaojie
;
Zhang, Yu-Long
;
Xue, Wenchao
;
Shi, Gengjin
;
Zhu, Min
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2023/02/07
Distributed parameter systems
Two-degree-of-freedom control
Active disturbance rejection control
Frequency response-based tuning
Feedforward compensation
Nyquist criterion
Monte Carlo method
Control of water channel
Control of magnetic levitation
An adapted component-connection method for building SBDD encoding a dynamic fault tree
期刊论文
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART O-JOURNAL OF RISK AND RELIABILITY, 2022
作者:
Guo, Dingqing
;
Wang, Jinkai
;
Lin, Jian
;
Zhang, Bing
;
Yong, Nou
收藏
  |  
浏览/下载:15/0
  |  
提交时间:2022/12/23
Component connection
dynamic fault tree
sequential binary decision diagram
Heuristic strategies
calculable logic terms
Improvements of the on-the-fly MC variance reduction technique with dynamic WW upper bounds
期刊论文
NUCLEAR FUSION, 2022, 卷号: 62
作者:
Zheng, Yu
;
Qiu, Yuefeng
;
Lu, Peng
;
Chen, Yixue
;
Fischer, Ulrich
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  |  
浏览/下载:7/0
  |  
提交时间:2022/12/22
Monte Carlo
long history
variance reduction
weight window
MCNP
Marked Multi-Layer Optical Spatial Pulse Position Modulation
期刊论文
Guangxue Xuebao/Acta Optica Sinica, 2022, 卷号: 42, 期号: 14
作者:
Wang, Huiqin
;
Ye, Guiqing
;
Peng, Qingbin
;
Bao, Zhongxian
;
Cao, Minghua
收藏
  |  
浏览/下载:21/0
  |  
提交时间:2022/08/09
Bit error rate
Errors
Monte Carlo methods
Optical signal processing
Optical systems
Pulse position modulation
Signal to noise ratio
Spectrum efficiency
Transmissions
Turbulence models
Multi-layer optical spatial modulation
Multi-layers
Optical spatial modulation
Optical-
Pulse-position modulation
Spatial modulations
Transmission rates
Wireless optical communication
Confidence intervals for zero-inflated gamma distribution
期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 页码: 18
作者:
Wang, Xiao
;
Li, Min
;
Sun, Weina
;
Gao, Zheng
;
Li, Xinmin
收藏
  |  
浏览/下载:5/0
  |  
提交时间:2023/02/07
Confidence interval
Fiducial inference
Method of variance of estimates recovery (MOVER)
Parametric bootstrap
Zero-inflated gamma distribution
A spectral method for stochastic fractional PDEs using dynamically-orthogonal/bi-orthogonal decomposition
期刊论文
JOURNAL OF COMPUTATIONAL PHYSICS, 2022, 卷号: 461, 页码: 17
作者:
Zhao, Yue
;
Mao, Zhiping
;
Guo, Ling
;
Tang, Yifa
;
Karniadakis, George Em
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2023/02/07
Uncertainty quantification
Anomalous transport
Quasi Monte Carlo simulation
Generalized polynomial chaos
Long-time integration
Poly-fractonomials
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