| 查看: 511 | 回复: 6 | ||
| 当前只显示满足指定条件的回帖，点击这里查看本话题的所有回帖 | ||
nidewuliang新虫 (正式写手)
|
[求助]
文章检索求助!!已有2人参与
|
|
| 那位大神帮忙看看这个论文现在被检索了吗?谢谢<<A reduced-form intensity-based model under fuzzy environments>>.如果检索了,麻烦附上检索信息. |
回复此楼» 猜你喜欢
博士读完未来一定会好吗
已经有15人回复
-
心脉受损
已经有4人回复
-
Springer期刊投稿求助
已经有4人回复
-
读博
已经有3人回复
-
小论文投稿
已经有3人回复
-
Bioresource Technology期刊，第一次返修的时候被退回好几次了
已经有9人回复
-
到新单位后，换了新的研究方向，没有团队，持续积累2区以上论文，能申请到面上吗
已经有8人回复
-
申请2026年博士
已经有6人回复
-
请问哪里可以有青B申请的本子可以借鉴一下。
已经有5人回复
» 本主题相关价值贴推荐，对您同样有帮助:
如何在外文期刊上查找自己想搜索的文献
已经有6人回复- web of science检索求助
已经有4人回复
- ADME国际会议论文检索号查询求助
已经有5人回复
- 求助在Web of science上检索2篇文献，谢谢！
已经有8人回复
- sci与pubmed检索的区别是什么？
已经有19人回复
- 求助，硕士论文已经在cnki检索了，可小论文
已经有27人回复
- 知网上优先出版的论文可以开检索证明吗？急急急急急急。在线等啊。。。
已经有8人回复
- ASIAN JOURNAL OF CHEMISTRY 2013年文章已经检索到第几期了
已经有7人回复
- 求助：最近有哪些可以被JA检索的会议？
已经有5人回复
- 有谁知道RSETE 2012上的文章什么时候检索？
已经有12人回复
- 求助EI或ISTP检索收录的真伪？
已经有10人回复
- 论文可以在网上看到了，多久会检索
已经有7人回复
- 求助一个关于SCI检索的问题
已经有8人回复
4楼2015-01-08 20:27:18
【答案】应助回帖
|
A reduced-form intensity-based model under fuzzy environments 作者:Wu, L (Wu, Liang)[ 1,2 ] ; Zhuang, YM (Zhuang, Yaming)[ 1 ] COMMUNICATIONS IN NONLINEAR SCIENCE AND NUMERICAL SIMULATION 卷: 22 期: 1-3 页: 1169-1177 DOI: 10.1016/j.cnsns.2014.07.021 出版年: MAY 2015 查看期刊信息 摘要 The external shocks and internal contagion are the important sources of default events. However, the external shocks and internal contagion effect on the company is not observed, we cannot get the accurate size of the shocks. The information of investors relative to the default process exhibits a certain fuzziness. Therefore, using randomness and fuzziness to study such problems as derivative pricing or default probability has practical needs. But the idea of fuzzifying credit risk models is little exploited, especially in a reduced-form model. This paper proposes a new default intensity model with fuzziness and presents a fuzzy default probability and default loss rate, and puts them into default debt and credit derivative pricing. Finally, the simulation analysis verifies the rationality of the model. Using fuzzy numbers and random analysis one can consider more uncertain sources in the default process of default and investors' subjective judgment on the financial markets in a variety of fuzzy reliability so as to broaden the scope of possible credit spreads. (C) 2014 Elsevier B.V. All rights reserved. 关键词 作者关键词:Intensity-based model; Fuzzy environments; Derivative pricing KeyWords Plus:BLACK-SCHOLES FORMULA; EUROPEAN OPTIONS; DEFAULTABLE BONDS; CREDIT-RISK; RATES; SETS 作者信息 通讯作者地址: Wu, L (通讯作者) Southeast Univ, Sch Econ & Management, Nanjing 211189, Jiangsu, Peoples R China. 地址: [ 1 ] Southeast Univ, Sch Econ & Management, Nanjing 211189, Jiangsu, Peoples R China [ 2 ] Henan Inst Sci & Technol, Sch Math Sci, XinXiang 453003, Henan, Peoples R China 电子邮件地址:nidewuliang@163.com 基金资助致谢 基金资助机构 授权号 National Natural Science Foundation of China 71171051 Funding of Jiangsu Innovation Program for Graduate Education KYLX_0213 查看基金资助信息 出版商 ELSEVIER SCIENCE BV, PO BOX 211, 1000 AE AMSTERDAM, NETHERLANDS 类别 / 分类 研究方向:Mathematics; Mechanics; Physics Web of Science 类别:Mathematics, Applied; Mathematics, Interdisciplinary Applications; Mechanics; Physics, Fluids & Plasmas; Physics, Mathematical 文献信息 文献类型:Article 语种:English 入藏号: WOS:000345700500087 ISSN: 1007-5704 eISSN: 1878-7274 期刊信息 Impact Factor (影响因子): Journal Citation Reports® 其他信息 IDS 号: AU6GA Web of Science 核心合集中的 "引用的参考文献": 19 Web of Science 核心合集中的 "被引频次": 0 |
5楼2015-01-08 20:29:28
6楼2015-01-08 20:30:23