scroll to top
0

Mobile Menu

Header Layout

EBSCO Auth Banner

Let's find your institution. Click here.

Page title

Advanced Search Results For "Liu, Shican"

1 - 10 of 50 results for
 "Liu, Shican"
Results per page:

Impact of coronavirus disease 2019 on pulmonary function in early convalescence phase

Publication Type:Academic Journal

Source(s):Respiratory Research, Vol 21, Iss 1, Pp 1-10 (2020)

Abstract:Abstract Objective This study investigated the influence of Coronavirus Disease 2019 (COVID-19) on lung function in early convalescence phase. Methods A retrospective study of COVID-19 patients at the Fifth Affiliated Hospital of Sun Yat-sen University...

View details

Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature and Society, Vol 2021 (2021)

Abstract:This paper investigates the pricing of discretely sampled variance swaps under a Markov regime-switching jump-diffusion model. The jump diffusion, as well as other parameters of the underlying stock’s dynamics, is modulated by a Markov chain representi...

View details

Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering, Vol 2021 (2021)

Abstract:One of the advantages of stochastic differential equations (SDE) is that they can follow a variety of different trends so that they can establish complex dynamic systems in the economic and financial fields. Although some estimation methods have been p...

View details

Research on a Dynamic Evaluation of Financial Risks of Intellectual Property Pledge Financing of High-Tech Enterprises

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature and Society, Vol 2021 (2021)

Abstract:Intellectual property pledge financing is effective in alleviating the financing problems of scientific and technological enterprises to a certain extent. However, compared with traditional loans, intellectual property pledge financing is at greater ri...

View details

The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach

Publication Type:Academic Journal

Source(s):Journal of Function Spaces, Vol 2021 (2021)

Abstract:It has been found that the surface of implied volatility has appeared in financial market embrace volatility “Smile” and volatility “Smirk” through the long-term observation. Compared to the conventional Black-Scholes option pricing models, it has been...

View details

The Correction of Multiscale Stochastic Volatility to American Put Option: An Asymptotic Approximation and Finite Difference Approach.

Publication Type:Academic Journal

Source(s):Journal of Function Spaces. 9/20/2021, p1-14. 14p.

Abstract:It has been found that the surface of implied volatility has appeared in financial market embrace volatility "Smile" and volatility "Smirk" through the long-term observation. Compared to the conventional Black-Scholes option pricing models, it has been...

View details

Optimal Portfolio Selection of Mean-Variance Utility with Stochastic Interest Rate

Publication Type:Academic Journal

Source(s):Journal of Function Spaces, Vol 2020 (2020)

Abstract:In order to tackle the problem of how investors in financial markets allocate wealth to stochastic interest rate governed by a nested stochastic differential equations (SDEs), this paper employs the Nash equilibrium theory of the subgame perfect equili...

View details

Variance Swap Pricing under Markov-Modulated Jump-Diffusion Model.

Publication Type:Academic Journal

Source(s):Discrete Dynamics in Nature & Society. 1/8/2021, p1-16. 16p.

Abstract:This paper investigates the pricing of discretely sampled variance swaps under a Markov regime-switching jump-diffusion model. The jump diffusion, as well as other parameters of the underlying stock's dynamics, is modulated by a Markov chain representi...

View details

Using Particle Swarm Optimization Algorithm to Calibrate the Term Structure Model.

Publication Type:Academic Journal

Source(s):Mathematical Problems in Engineering. 1/4/2021, p1-11. 11p.

Abstract:One of the advantages of stochastic differential equations (SDE) is that they can follow a variety of different trends so that they can establish complex dynamic systems in the economic and financial fields. Although some estimation methods have been p...

View details

Option Pricing under the Jump Diffusion and Multifactor Stochastic Processes

Publication Type:Academic Journal

Source(s):Journal of Function Spaces, Vol 2019 (2019)

Abstract:In financial markets, there exists long-observed feature of the implied volatility surface such as volatility smile and skew. Stochastic volatility models are commonly used to model this financial phenomenon more accurately compared with the convention...

View details

banner_970x250 (970x250)

sponsored