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111 papers · 1 filter
Credit derivatives pricing with default density term structure modelled by Lévy random fields
Lijun Bo, Ying Jiao, Xuewei Yang
We model the term structure of the forward default intensity and the default density by using Lévy random fields, which allow us to consider the credit derivatives with an after-de…
On flushed partitions and concave compositions
Xiaochuan Liu
In this work, we give combinatorial proofs for generating functions of two problems, i.e., flushed partitions and concave compositions of even length. We also give combinatorial in…
Surface plasmons at the interface between graphene and kerr-type nonlinear medium
Lei Wang, Wei Cai, Xinzheng Zhang +2
The properties of surface plasmons localized at the interface between graphene and kerr-type nonlinear medium in three dimensions are investigated. Compared with surface plasmons a…
Spin-Parity Analysis of ppbar Mass Threshold Structure in J/psi and psi' Radiative Decays
BESIII Collaboration
A partial wave analysis of the mass-threshold enhancement in the reaction is used to determine: its quantum numbers to be ; i…
Oriented diameter and rainbow connection number of a graph
Xiaolong Huang, Hengzhe Li, Xueliang Li +1
The oriented diameter of a bridgeless graph is . A path in an edge-colored graph , where adjacent edges may have the same co…
A Murray-von Neumann type classification of -algebras
Chi-Keung Ng, Ngai-Ching Wong
We define type , type , type as well as C*-semi-finite C*-algebras. It is shown that a von Neumann algebra is a type , type…