×
验证码:
换一张
Forgotten Password?
Stay signed in
Login With UMPASS
English
|
繁體
Login With UMPASS
Log In
ALL
ORCID
TI
AU
PY
SU
KW
TY
JN
DA
IN
PB
FP
ST
SM
Study Hall
Image search
Paste the image URL
Home
Faculties & Institutes
Scholars
Publications
Subjects
Statistics
News
Search in the results
Faculties & Institutes
Faculty of Scien... [2]
Authors
DING DENG [2]
Document Type
Journal article [2]
Date Issued
2023 [1]
2020 [1]
Language
英語English [2]
Source Publication
Fractal and Frac... [1]
International Jo... [1]
Indexed By
SCIE [2]
Funding Organization
Funding Project
×
Knowledge Map
UM
Start a Submission
Submissions
Unclaimed
Claimed
Attach Fulltext
Bookmarks
Browse/Search Results:
1-2 of 2
Help
Selected(
0
)
Clear
Items/Page:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
Sort:
Select
Issue Date Ascending
Issue Date Descending
Journal Impact Factor Ascending
Journal Impact Factor Descending
WOS Cited Times Ascending
WOS Cited Times Descending
Submit date Ascending
Submit date Descending
Title Ascending
Title Descending
Author Ascending
Author Descending
Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes
Journal article
Wu, Fengyan, Ding, Deng, Yin, Juliang, Lu, Weiguo, Yuan, Gangnan. Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes[J]. Fractal and Fractional, 2023, 7(4), 308.
Authors:
Wu, Fengyan
;
Ding, Deng
;
Yin, Juliang
;
Lu, Weiguo
;
Yuan, Gangnan
Adobe PDF
|
Favorite
|
TC[WOS]:
4
TC[Scopus]:
4
IF:
3.6
/
3.5
|
Submit date：2023/04/15
Counterparty Credit Risk
Total Value Adjustment
Cgmy Process
Monte Carlo Simulation
Adi Method
2d Fourier Expansion
Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control
Journal article
Yin,Juliang, Ding,Deng, Khoo,Suiyang. Domain recurrence and probabilistic analysis of residence time of stochastic systems and domain aiming control[J]. International Journal of Robust and Nonlinear Control, 2020, 30(16), 6585-6605.
Authors:
Yin,Juliang
;
Ding,Deng
;
Khoo,Suiyang
Favorite
|
TC[WOS]:
3
TC[Scopus]:
3
IF:
3.2
/
3.5
|
Submit date：2021/03/09
Domain Aiming Control
Recurrence
Regularity
Residence Time
Stochastic Nonlinear Systems
