1 citations · 2 across the 7 of their papers we have counts for
7 papers
Equivalence Test for Correlated Bivariate Binary Observation
Guanghui Huang
Under the null hypothesis, the marginal probability of the positive response is symmetric at any specified correlated coefficient, and the discordance probability is also symmetric…
Active margin system for margin loans using cash and stock as collateral and its application in Chinese market
Guanghui Huang, Weiqing Gu, Wenting Xing +1
Margin system for margin loans using cash and stock as collateral is considered in this paper, which is the line of defence for brokers against risk associated with margin trading.…
Active margin system for margin loans and its application in Chinese market: using cash and randomly selected stock as collateral
Guanghui Huang, Wenting Xin, Weiqing Gu
An active margin system for margin loans is proposed for Chinese margin lending market, which uses cash and randomly selected stock as collateral. The conditional probability of ne…
Hedging strategies with a put option and their failure rates
Guanghui Huang, Jing Xu, Wenting Xing
The problem of stock hedging is reconsidered in this paper, where a put option is chosen from a set of available put options to hedge the market risk of a stock. A formula is propo…
Density-based Monte Carlo filter and its applications in estimation of unobservable variables and pharmacokinetic parameters
Guanghui Huang, Jianping Wan, Hui Chen
Nonlinear stochastic differential equation models with unobservable variables are now widely used in the analysis of PK/PD data. The unobservable variables are often estimated with…
An Active Margin System and its Application in Chinese Margin Lending Market
Guanghui Huang, Jianping Wan, Cheng Chen
In order to protect brokers from customer defaults in a volatile market, an active margin system is proposed for the transactions of margin lending in China. The probability of neg…
Probabilities of Positive Returns and Values of Call Options
Guanghui Huang, Jianping Wan
The true probability of a European call option to achieve positive return is investigated under the Black-Scholes model. It is found that the probability is determined by those mar…