Jinwu Gao

Works (4)

Download BibTeX Download Plain Text View JSON

2019 journal article

Valuing currency swap contracts in uncertain financial market

FUZZY OPTIMIZATION AND DECISION MAKING, 18(1), 15–35.

By: Y. Zhang *, J. Gao & Z. Fu*

author keywords: Currency swap; Exchange rate; Uncertain currency model; Uncertain process; Yao-Chen formula
Source: Web Of Science
Added: March 11, 2019

2018 journal article

Two-factor term structure model with uncertain volatility risk

SOFT COMPUTING, 22(17), 5835–5841.

By: X. Chen * & J. Gao

author keywords: Two-factor term structure; Uncertain short interest rate; Volatility risk; Bond pricing; Uncertain differential equation
Source: Web Of Science
Added: October 19, 2018

2017 journal article

Hamming method for solving uncertain differential equations

Applied Mathematics and Computation, 313, 331–341.

By: Y. Zhang, J. Gao & Z. Huang

Source: NC State University Libraries
Added: August 6, 2018

2017 journal article

Uncertain extensive game with application to resource allocation of national security

Journal of Ambient Intelligence and Humanized Computing, 8(5), 797–808.

By: Y. Wang, S. Luo & J. Gao

Source: NC State University Libraries
Added: August 6, 2018