3.3k citations
- Chinese Academy of SciencesCN206 papers
- University of Chinese Academy of SciencesCN124 papers
- Shanghai Astronomical ObservatoryCN103 papers
- National Astronomical ObservatoriesCN100 papers
- Peking UniversityCN97 papers
- University of Science and Technology of ChinaCN92 papers
- Sun Yat-sen UniversityCN69 papers
- Nanjing UniversityCN56 papers
- Department of Education of Guangdong ProvinceCN52 papers
- Purple Mountain ObservatoryCN52 papers
- Xinjiang Astronomical ObservatoryCN52 papers
- Yunnan ObservatoriesCN51 papers
743 papers
Simulation of stochastic volatility models via operator splitting schemes
Lilian Hu, Congxin He, Yue Kuen Kwok +1
The standard Euler discretization schemes for numerical option pricing under stochastic volatility models are known to exhibit high biases and potential unreliability. The alternat…
Efficient simulation schemes for pricing options under the Ornstein--Uhlenbeck driven stochastic volatility model
Congxin He, Yue Kuen Kwok
We develop an efficient Monte Carlo simulation scheme for pricing options under the Ornstein-Uhlenbeck driven stochastic volatility model via the operator splitting approach. With…
Evidence for Dynamical Filtering: High Binary Fraction, Hard-binary Excess, and Unresolved Triples in the Surviving Core of NGC 6791
Huanbin Chi, Zhi Li, Feng Wang +4
We present a deep photometric analysis of the main-sequence (MS) population in the old, metal-rich open cluster (OC) NGC 6791 using Gaia Data Release 3 data. After correcting for d…
SafeBuild-Bench: A Temporal-Robust Construction Safety Benchmark with Graph-Enhanced Data Mining
Yi Cui, Zilin Wang, Yijie Xu +5
Construction-safety models must handle concrete deployment risks, such as a worker standing near a scaffold edge without guardrails, rather than only recognize common objects in cu…
Radio and X-ray flux rebrightening six years after outburst in a partially-obscured extreme changing-look AGN
Tianyao Zhou, Xinwen Shu, Lei Yang +14
SDSS J1548+2208 is a unique partially-obscured nuclear transient that exhibits multiwavelength outbursts in mid-infrared, X-ray and radio. We present the results from multiwaveleng…
Gamma-ray bursts reveal the history and faint contributors of cosmic reionization
Jing-Meng Hao, Paolo Cassata, Zhen-Ya Zheng +5
Star-forming galaxies are generally believed to be the main drivers of cosmic reionization. However, the relative contributions of bright and faint galaxies to this process remain…