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European option pricing under the approximate fractional Heston jump–diffusion model with a stochastic long-term mean 期刊论文
Alexandria Engineering Journal, 2025, 卷号: 123, 页码: 145-156
作者:  Wang, Yubing;  Bai, Yanan
收藏  |  浏览/下载:120/0  |  提交时间:2025/04/14
Multi-perspective option price forecasting combining parametric and non-parametric pricing models with a new dynamic ensemble framework 期刊论文
Technological Forecasting and Social Change, 2024, 卷号: 204
作者:  Guo, Jingjun;  Kang, Weiyi;  Wang, Yubing
收藏  |  浏览/下载:157/0  |  提交时间:2024/06/12
Option pricing under sub-mixed fractional Brownian motion based on time-varying implied volatility using intelligent algorithms 期刊论文
Soft Computing, 2023, 卷号: 27, 期号: 20, 页码: 15225-15246
作者:  Guo, Jingjun;  Kang, Weiyi;  Wang, Yubing
收藏  |  浏览/下载:72/0  |  提交时间:2023/07/17
State-dependent pricing of monetary policy nonlinearities and inflation at risk for China 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2025, 卷号: 75
作者:  Xiao, Qiang;  Cao, Honghong;  He, Yongda;  Oxley, Les
收藏  |  浏览/下载:49/0  |  提交时间:2025/02/19
State-dependent pricing of monetary policy nonlinearities and inflation at risk for China 期刊论文
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE, 2025, 卷号: 75
作者:  Xiao, Qiang;  Cao, Honghong;  He, Yongda;  Oxley, Les
收藏  |  浏览/下载:29/0  |  提交时间:2025/03/17
European vulnerable options pricing under sub-mixed fractional jump-diffusion model with stochastic interest rate 期刊论文
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2024
作者:  Guo, Jingjun;  Wang, Yubing;  Kang, Weiyi
收藏  |  浏览/下载:147/0  |  提交时间:2024/11/05
Investor sentiment, information and asset pricing model 期刊论文
ECONOMIC MODELLING, 2013, 卷号: 35, 页码: 436-442
作者:  Yang, Chunpeng;  Li, Jinfang
Adobe PDF(599Kb)  |  收藏  |  浏览/下载:71/1  |  提交时间:2021/03/24
Two-period trading sentiment asset pricing model with information 期刊论文
ECONOMIC MODELLING, 2014, 卷号: 36, 页码: 1-7
作者:  Yang, Chunpeng;  Li, Jinfang
Adobe PDF(528Kb)  |  收藏  |  浏览/下载:80/0  |  提交时间:2021/03/24
PRODUCT PRICING, GREEN EFFORT DECISIONS AND COORDINATION IN A DYNAMIC THREE-ECHELON GREEN SUPPLY CHAIN 期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2024, 卷号: 20, 期号: 9, 页码: 2906-2933
作者:  Wang, Shijuan;  Liu, Linzhong;  Wen, Jin
收藏  |  浏览/下载:47/0  |  提交时间:2024/03/21
Product pricing and green decision-making considering consumers' multiple preferences under chain-to-chain competition 期刊论文
Kybernetes, 2022, 卷号: 53, 期号: 1, 页码: 152-187
作者:  Wang, Shijuan;  Liu, Linzhong;  Wen, Jin;  Wang, Guangwei
收藏  |  浏览/下载:67/0  |  提交时间:2023/02/24