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1

Pricing VIX options with volatility clustering

Jing, Bo, Li, Shenghong, Ma, Yong

Journal:

Journal of Futures Markets

Year:

2020

File:

PDF, 1.23 MB

2020

2

Reinforcement Learning Based Stochastic Shortest Path Finding in Wireless Sensor Networks

Xia, Wenwen, Di, Chong, Guo, Haonan, Li, Shenghong

Journal:

Year:

2019

Language:

english

File:

PDF, 1.71 MB

english, 2019

3

Environment-Assisted Passive WiFi Tracking With Self-Localizing Asynchronous Sniffers

Suraweera, Navod, Li, Shenghong, Johnson, Mark, Collings, Iain B., Hanly, Stephen V., Ni, Wei, Hedley, Mark

Journal:

IEEE Systems Journal

Year:

2020

Language:

english

File:

PDF, 2.03 MB

english, 2020

4

Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect

Liang, Chenxi, Li, Shenghong

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 674 KB

english, 2016

5

Belief updating, debt pricing and financial decisions under asymmetric information

Ruxing Xu, Shenghong Li

Journal:

Research in International Business and Finance

Year:

2010

Language:

english

File:

PDF, 243 KB

english, 2010

6

Pricing VIX derivatives with free stochastic volatility model

Lin, Wei, Li, Shenghong, Chern, Shane, Zhang, Jin E.

Journal:

Review of Derivatives Research

Year:

2018

Language:

english

File:

PDF, 1.03 MB

english, 2018

7

Efficient pricing of European options on two underlying assets by frame duality

Zhao, Jing, Li, Shenghong

Journal:

Journal of Mathematical Analysis and Applications

Year:

2020

Language:

english

File:

PDF, 654 KB

english, 2020

8

Numerical evaluation of wind effects on a tall steel building by CFD

Shenghong Huang, Q.S. Li, Shengli Xu

Journal:

Journal of Constructional Steel Research

Year:

2007

Language:

english

File:

PDF, 4.31 MB

english, 2007

9

Experimental study on atomization phenomena of kerosene in supersonic cold flow

LiSen Fei, ShengLi Xu, ChangJian Wang, Qiang Li, ShengHong Huang

Journal:

Science China Technological Sciences

Year:

2008

Language:

english

File:

PDF, 4.85 MB

english, 2008

10

[IEEE 2012 Fourth International Conference on Computational and Information Sciences (ICCIS) - Chongqing, China (2012.08.17-2012.08.19)] 2012 Fourth International Conference on Computational and Information Sciences - Mixed Copula Model with Random Recovery Rate for CDO Pricing

Chen, Jianli, Liu, Wenqiong, Li, Shenghong

Year:

2012

Language:

english

File:

PDF, 162 KB

english, 2012

11

Large-eddy simulation of the inflow turbulence transport and aerodynamics of a rectangular 5:1 cylinder with high-order numerical methods

Zhu, Guowang, Huang, Shenghong, Li, Q.S.

Journal:

Journal of Wind Engineering and Industrial Aerodynamics

Year:

2020

File:

PDF, 4.64 MB

2020

12

Structurally-sensitive Multi-scale Deep Neural Network for Low-Dose CT Denoising

You, Chenyu, Yang, Qingsong, Shan, Hongming, Gjesteby, Lars, Li, Guang, Ju, Shenghong, Zhang, Zhuiyang, Zhao, Zhen, Zhang, Yi, Cong, Wenxiang, Wang, Ge

Journal:

Year:

2018

Language:

english

File:

PDF, 10.67 MB

english, 2018

13

Ni/carbon aerogels derived from water induced self-assembly of Ni-MOF for adsorption and catalytic conversion of oily wastewater

Su, Yanping, Li, Zeyang, Zhou, Hongjian, Kang, Shenghong, Zhang, Yunxia, Yu, Chengzhong, Wang, Guozhong

Journal:

Chemical Engineering Journal

Year:

2020

File:

PDF, 3.94 MB

2020

14

Mechanism of subdural effusion evolves into chronic subdural hematoma: IL-8 inducing neutrophil oxidative burst

Tao, Zhiqiang, Lin, Yingying, Hu, Maotong, Ding, Shenghong, Li, Jianwei, Qiu, Yongming

Journal:

Medical Hypotheses

Year:

2016

Language:

english

File:

PDF, 1.53 MB

english, 2016

15

Pricing European-Style Options in General LÃ©vy Process with Stochastic Interest Rate

Tan, Xiaoyu, Li, Shenghong, Wang, Shuyi

Journal:

Year:

2020

File:

PDF, 253 KB

2020

16

Cognitive–behavioral therapy for irritable bowel syndrome: A meta-analysis

Li, Li, Xiong, Lishou, Zhang, Shenghong, Yu, Qiao, Chen, Minhu

Journal:

Journal of Psychosomatic Research

Year:

2014

Language:

english

File:

PDF, 2.26 MB

english, 2014

17

Deep Sensing for Next-Generation Dynamic Spectrum Sharing: More Than Detecting the Occupancy State of Primary Spectrum

Li, Bin, Li, Shenghong, Nallanathan, Amurugam, Nan, Yijiang, Zhao, Chenglin, Zhou, Zheng

Journal:

IEEE Transactions on Communications

Year:

2015

Language:

english

File:

PDF, 1.38 MB

english, 2015

18

Time-consistent non-zero-sum stochastic differential reinsurance and investment game under default and volatility risks

Zhu, Jiaqi, Guan, Guohui, Li, Shenghong

Journal:

Journal of Computational and Applied Mathematics

Year:

2020

Language:

english

File:

PDF, 731 KB

english, 2020

19

[IEEE 2009 International Conference on Computational Intelligence and Software Engineering - Wuhan, China (2009.12.11-2009.12.13)] 2009 International Conference on Computational Intelligence and Software Engineering - Belief Updating and Financial Decisions under Asymmetric Information

Xu, Ruxing, Wu, Dan, Li, Shenghong

Year:

2009

Language:

english

File:

PDF, 137 KB

english, 2009

20

Highly fluorescent polymeric nanoparticles based on melamine for facile detection of TNT in soil

Liu, Jie, Yang, Shenghong, Li, Fengyun, Dong, Lijun, Liu, Jingjing, Wang, Xiayan, Pu, Qiaosheng

Journal:

Journal of Materials Chemistry A

Year:

2015

Language:

english

File:

PDF, 1.18 MB

english, 2015

21

[IEEE 2011 International Conference on Computer Science and Network Technology (ICCSNT) - Harbin, China (2011.12.24-2011.12.26)] Proceedings of 2011 International Conference on Computer Science and Network Technology - Pricing the convertible bonds under complex call trigger condition with Longstaff and Schwartz Model

Pang, Huanpeng, Wang, An, Li, Shenghong

Year:

2011

Language:

english

File:

PDF, 184 KB

english, 2011

22

[IEEE ISCAS '98 1998 IEEE International Symposium on Circuits and Systems - Monterey, CA, USA (31 May-3 June 1998)] ISCAS '98. Proceedings of the 1998 IEEE International Symposium on Circuits and Systems (Cat. No.98CH36187) - Harmonic retrieval using higher-order statistics and Hilbert transform

Shenghong Li,, Zemin Liu,

Year:

1998

Language:

english

File:

PDF, 344 KB

english, 1998

23

Hedge ratio on Markov regime-switching diagonal Bekk–Garch model

Zhipeng, Yan, Shenghong, Li

Journal:

Finance Research Letters

Year:

2017

Language:

english

File:

PDF, 898 KB

english, 2017

24

Nd2O3 encapsulation-assisted surface passivation of Ni-rich LiNi0.8Co0.1Mn0.1O2 active material and its electrochemical performance

Zhu, Jie, Cao, Guolin, Li, Yunjiao, Wang, Shilei, Deng, Shiyi, Guo, Jia, Chen, Yongxiang, Lei, Tongxing, Zhang, Jinping, Chang, Shenghong

Journal:

Electrochimica Acta

Year:

2019

Language:

english

File:

PDF, 3.69 MB

english, 2019

25

Modified natural diatomite and its enhanced immobilization of lead, copper and cadmium in simulated contaminated soils

Ye, Xinxin, Kang, Shenghong, Wang, Huimin, Li, Hongying, Zhang, Yunxia, Wang, Guozhong, Zhao, Huijun

Journal:

Journal of Hazardous Materials

Year:

2015

Language:

english

File:

PDF, 1.64 MB

english, 2015

26

Modeling Capillary Water Absorption in Concrete with Discrete Crack Network

Li, Xinxin, Chen, Shenghong, Xu, Qing, Xu, Yi

Journal:

Journal of Materials in Civil Engineering

Year:

2018

Language:

english

File:

PDF, 3.58 MB

english, 2018

27

Overcoming the Blood–Brain Barrier for Delivering Drugs into the Brain by Using Adenosine Receptor Nanoagonist

Gao, Xihui, Qian, Jun, Zheng, Shuyan, Changyi, Yinzhi, Zhang, Jianping, Ju, Shenghong, Zhu, Jianhua, Li, Cong

Journal:

Year:

2014

Language:

english

File:

PDF, 2.31 MB

english, 2014

28

[IEEE 2009 ISECS International Colloquium on Computing, Communication, Control, and Management (CCCM) - Sanya, China (2009.08.8-2009.08.9)] 2009 ISECS International Colloquium on Computing, Communication, Control, and Management - A tree model for pricing credit spread options subject to equity, and market risk

Xu, Ruxing, Li, Shenghong

Year:

2009

Language:

english

File:

PDF, 255 KB

english, 2009

29

Hedging default risks of CDO tranches in non-homogeneous Markovian contagion models

Wenqiong, Liu, Li, Shenghong

Journal:

Applied Mathematics and Computation

Year:

2016

Language:

english

File:

PDF, 1.08 MB

english, 2016

30

Pricing model of interest rate swap with a bilateral default risk

Xiaofeng Yang, Jinping Yu, Shenghong Li, Albert Jerry Cristoforo, Xiaohu Yang

Journal:

Journal of Computational and Applied Mathematics

Year:

2010

Language:

english

File:

PDF, 409 KB

english, 2010

31

[IEEE 2011 International Conference on Computational and Information Sciences (ICCIS) - Chengdu, China (2011.10.21-2011.10.23)] 2011 International Conference on Computational and Information Sciences - A Dynamic Copula for CDO Pricing

Zhang, Biyuan, Chen, Jianli, Li, Shenghong

Year:

2011

Language:

english

File:

PDF, 168 KB

english, 2011

32

[IEEE 2009 International Conference on Business Intelligence and Financial Engineering (BIFE) - Beijing, China (2009.07.24-2009.07.26)] 2009 International Conference on Business Intelligence and Financial Engineering - A Tree Model for Pricing Convertible Bonds with Equity, Market and Default Risk

Xu, Ruxing, Li, Shenghong

Year:

2009

Language:

english

File:

PDF, 245 KB

english, 2009

33

Additive Local-stochastic Volatility Model in Equity Market

Xie, Le, Yang, Chen, Li, Shenghong

Journal:

Energy Procedia

Year:

2011

File:

PDF, 8 KB

2011

34

Compounds from the Fruits of the Popular European Medicinal Plant Vitex agnus-castus in Chemoprevention via NADP(H):Quinone Oxidoreductase Type 1 Induction

Li, Shenghong, Qiu, Shengxiang, Yao, Ping, Sun, Handong, Fong, Harry H. S., Zhang, Hongjie

Journal:

Evidence-based Complementary and Alternative Medicine

Year:

2013

Language:

english

File:

PDF, 455 KB

english, 2013

35

FX options pricing in logarithmic mean-reversion jump-diffusion model with stochastic volatility

Zhong, Yinhui, Bao, Qunfang, Li, Shenghong

Journal:

Applied Mathematics and Computation

Year:

2015

Language:

english

File:

PDF, 985 KB

english, 2015

36

A BCI-based Environmental Control System for Patients with Severe Spinal Cord Injuries

Zhang, Rui, Wang, Qihong, Li, Kai, He, Shenghong, Qin, Si, Feng, Zhenghui, Chen, Yang, Song, Pingxia, Yang, Tingyan, Zhang, Yuandong, Yu, Zhuliang, Hu, Yaohua, Shao, Ming, Li, Yuanqing

Journal:

IEEE Transactions on Biomedical Engineering

Year:

2017

Language:

english

File:

PDF, 19.59 MB

english, 2017

37

Learning-Assisted Clustered Access of 5G/B5G Networks to Unlicensed Spectrum

Cui, Qimei, Ni, Wei, Li, Shenghong, Zhao, Borui, Liu, Ren Ping, Zhang, Ping

Journal:

IEEE Wireless Communications

Year:

2020

File:

PDF, 3.72 MB

2020

38

[IEEE 2011 International Conference on Computational and Information Sciences (ICCIS) - Chengdu, China (2011.10.21-2011.10.23)] 2011 International Conference on Computational and Information Sciences - The Mixed G-VG Copula Models and LHP Approximation for CDO Pricing

Chen, Jianli, Zhang, Biyuan, Li, Shenghong

Year:

2011

Language:

english

File:

PDF, 180 KB

english, 2011

39

ent-Kaurane Diterpenoids from Isodon rubescens Var. lushiensis.

Quanbin Han, Shenghong Li, Liyan Peng, Handong Sun

Journal:

Year:

2003

File:

PDF, 66 KB

2003

40

A new dynamic one-equation subgrid-scale model for large eddy simulations

Shenghong Huang, Q. S. Li

Journal:

International Journal for Numerical Methods in Engineering

Year:

2010

Language:

english

File:

PDF, 1.84 MB

english, 2010

41

Dielectric barrier discharge-plasma induced vaporization for the determination of thiomersal in vaccines by atomic fluorescence spectrometry

Wu, Qingju, Zhu, Zhenli, Liu, Zhifu, Zheng, Hongtao, Hu, Shenghong, Li, Libo

Journal:

Journal of Analytical Atomic Spectrometry

Year:

2012

Language:

english

File:

PDF, 141 KB

english, 2012

42

[American Society of Civil Engineers International Conference of Logistics Engineering and Management (ICLEM) 2010 - Chengdu, China (October 8-10, 2010)] ICLEM 2010 - Inventory Optimization for Fresh Food of Regional Chain Supermarket Based on the Adaptive Genetic Algorithm

Li, Shenghong, Li, Wanchun

Year:

2010

Language:

english

File:

PDF, 272 KB

english, 2010

43

Facile synthesis and emission enhancement in NaLuF4 upconversion nano/micro-crystals via Y3+ doping

Lin, Hao, Xu, Dekang, Li, Anming, Yao, Lu, Qiu, Zhiren, Yang, Shenghong, Zhang, Yueli

Journal:

Scientific Reports

Year:

2017

Language:

english

File:

PDF, 2.85 MB

english, 2017

44

Simultaneous realization of structure manipulation and emission enhancement in Gd3+ doped NaLuF4:Yb3+, Er3+, Tm3+ upconversion crystals

Lin, Hao, Xu, Dekang, Li, Anming, Teng, Dongdong, Yang, Shenghong, Zhang, Yueli

Journal:

Journal of Materials Chemistry C

Year:

2015

Language:

english

File:

PDF, 2.48 MB

english, 2015

45

A practical method for measuring high precision calcium isotope ratios without chemical purification for calcium carbonate samples by multiple collector inductively coupled plasma mass spectrometry

He, Dong, Zhu, Zhenli, Zhao, Lingyun, Belshaw, Nicholas S., Zheng, Hongtao, Li, Xiuli, Hu, Shenghong

Journal:

Chemical Geology

Year:

2019

Language:

english

File:

PDF, 4.32 MB

english, 2019

46

Small-sized red-emitting core/shell/shell nanoparticles through an efficient energy back transfer process

Lin, Hao, Xu, Dekang, Cheng, Zhiyuan, Li, Yongjin, Xu, Liqin, Ma, Ying, Yang, Shenghong, Zhang, Yueli

Journal:

Applied Surface Science

Year:

2020

Language:

english

File:

PDF, 3.28 MB

english, 2020

47

Deep Sensing for Future Spectrum and Location Awareness 5G Communications

Li, Bin, Li, Shenghong, Nallanathan, Arumugam, Zhao, Chenglin

Journal:

IEEE Journal on Selected Areas in Communications

Year:

2015

Language:

english

File:

PDF, 1.91 MB

english, 2015

48

ChemInform Abstract: Two Novel ent-Kaurane Diterpenoids Isolated from Isodon eriocalyx var. laxiflora.

Xuemei Niu, Shenghong Li, Qinshi Zhao, Zhongwen Lin, Handong Sun, Yang Lu, Cheng Wang, Qitai Zheng

Journal:

Year:

2002

File:

PDF, 26 KB

2002

49

Pricing VXX option with default risk and positive volatility skew

Qunfang Bao, Shenghong Li, Donggeng Gong

Journal:

European Journal of Operational Research

Year:

2012

Language:

english

File:

PDF, 472 KB

english, 2012

50

An Efficient Parameter-Free Learning Automaton Scheme

Di, Chong, Liang, Qilian, Li, Fangqi, Li, Shenghong, Luo, Fucai

Journal:

IEEE Transactions on Neural Networks and Learning Systems

Year:

2020

File:

PDF, 2.30 MB

2020

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