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在“Elsevier电子期刊”中，命中：3,813条，耗时：0.0639718 秒

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1.A note on the Wang transform for stochastic volatility pricing models

作者：Alexandru Badescu ; ^a ; ^{abadescu@math.ucalgary.ca" class="auth_mail" title="E-mail the corresponding author} ; Zhenyu Cui^b ; Juan-Pablo Ortega^c

关键词：Distortion function ; Stochastic discount factor ; Generalized local risk-neutral valuation relationship ; GARCH models ; Weak convergence ; Stochastic volatility

刊名：Finance Research Letters

出版年：2016

2.Window-dependent bases for efficient representations of the Stockwell transform

作者：U. Battisti^a ; ^{ubertino.battisti@unito.it" class="auth_mail" title="E-mail the corresponding author} ; L. Riba^a ; ^b ; ^{luigi.riba@univ-pau.fr" class="auth_mail" title="E-mail the corresponding author}

关键词：Stockwell transform ; Orthonormal basis ; Short-time Fourier transform ; Wavelet transform

刊名：Applied and Computational Harmonic Analysis

出版年：2016

3.Estimation of bid-ask prices for options on LIBOR based instruments

作者：Masimba Energy Sonono ; ^a ; ^{energy.sonono@nwu.ac.za" class="auth_mail" title="E-mail the corresponding author} ; Hopolang Phillip Mashele^b ; ^{phillip.mashele@nwu.ac.za" class="auth_mail" title="E-mail the corresponding author}

关键词：Interest rate ; LIBOR ; Caps ; Floors ; Bid-ask prices ; Wang transform

刊名：Finance Research Letters

出版年：2016

4.Single channel modified multiple-parameter fractional Fourier transform and scrambling technique

作者：Sudhir Keshari ; ^{2009rec102@mnit.ac.in" class="auth_mail" title="E-mail the corresponding author} ; Mohammad Salim¹ ; ^{salimerjpr@yahoo.com" class="auth_mail" title="E-mail the corresponding author} ; Shri Gopal Modani² ; ^{shrigmodani@gmail.com" class="auth_mail" title="E-mail the corresponding author}

关键词：MMPFRFT ; Scrambling technique ; Image encryption ; Low frequency component

刊名：Optik - International Journal for Light and Electron Optics

出版年：2015

5.New chosen-ciphertext secure identity-based encryption with tight security reduction to the bilinear Diffie-Hellman problem

作者：Jong Hwan Park^a ; ^{jhpark@smu.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Kwangsu Lee^b ; ^{guspin@korea.ac.kr" class="auth_mail" title="E-mail the corresponding author} ; Dong Hoon Lee ; ^b ; ^{donghlee@korea.ac.kr" class="auth_mail" title="E-mail the corresponding author}

关键词：Identity-based encryption ; Tight security reduction ; Chosen-ciphertext security ; Bilinear map

刊名：Information Sciences

出版年：2015

6.Pricing exotic options using the Wang transform

作者：Coenraad C.A. Labuschagne ; ^{Coenraad.Labuschagne@wits.ac.za} ; Theresa M. Offwood ^{tmoffwood@gmail.com}

关键词：C20 ; C63 ; C65 ; G24

刊名：North American Journal of Economics and Finance

出版年：2013

7.A note on the connection between the Esscher–Girsanov transform and the Wang transform

作者：Coenraad C.A. Labuschagne ; Theresa M. Offwood

关键词：Choquet integral ; Distortion function ; Esscher– ; Girsanov transform ; Wang transform

刊名：Insurance: Mathematics and Economics

出版年：2010

8.Pricing and securitization of multi-country longevity risk with mortality dependence

作者：Sharon S. Yang^a ; ^b ; ^{syang@ncu.edu.tw} ; Chou-Wen Wang^c ; ^{chouwenwang@gmail.com}

关键词：Lee&ndash ; Carter model ; Mortality correlation ; Longevity bond ; Multivariate Wang transform ; Co-integration analysis ; VECM model

刊名：Insurance: Mathematics and Economics

出版年：2013

9.On unsteady two-dimensional and axisymmetric squeezing flow between parallel plates

作者：Umar Khan^a ; Naveed Ahmed^a ; Sheikh Irfanullah Khan^a ; ^b ; Zulfiqar Ali Zaidi^a ; ^b ; Yang Xiao-Jun^c ; Syed Tauseef Mohyud-Din^a ; ^{syedtauseefs@hitecuni.edu.pk" class="auth_mail}

关键词：Squeezing flows ; Variation of Parameters Method (VMP) ; Axisymmetric flow ; Numerical solutions

刊名：Alexandria Engineering Journal

出版年：June 2014

10.Self-adaptive permutation and combined global diffusion for chaotic color image encryption

作者：Yushu Zhang ; Di Xiao

关键词：Color image encryption ; Coupled logistic map ; Self-adaptive permutation ; S8 S-boxes ; Combined global diffusion

刊名：AEU - International Journal of Electronics and Communications

出版年：April, 2014

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