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Two Efficient Parameterized Boundaries for Vee's Asian Option Pricing PDE

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Acta Mathematicae Applicatae Sinica 2012年第4期28卷 643-652页

作者： Bai-min YU School of international trade and economics University of International Business and Economics

In this paper, we derive two general parameterized boundaries of finite difference scheme for VeSe~＇s PDE which is used to price both fixed and floating strike Asian options. Using these two boundaries, we can deal with all kinds of situations, especially, some extreme cases, like overhigh volatility, very small volatility, etc, under which the Asian option is usually mispriced in many existing numerical methods. Numerical results show that our boundaries are pretty efficient.

关键词： Asian option Vecer's PDE finite difference parameterized boundaries sensitivity

Singular and non-topological soliton solutions for nonlinear fractional differential equations

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Chinese Physics B 2015年第10期24卷 10-15页

作者： Ozkan Guner Cankiri Karatekin University Faculty of Economics and Administrative SciencesDepartment of International Trade

In this article, the fractional derivatives are described in the modified Riemann-Liouville sense. We propose a new approach, namely an ansatz method, for solving fractional differential equations（FDEs） based on a fractional complex transform and apply it to solve nonlinear space-time fractional equations. As a result, the non-topological as well as the singular soliton solutions are obtained. This method can be suitable and more powerful for solving other kinds of nonlinear fractional FDEs arising in mathematical physics.

关键词： solitons ansatz method the space-time fractional Boussinesq equation the space-time fractional(2+l)-dimensional breaking soliton equations

Urban natural gas demand and factors analysis in China:Perspectives of price and income elasticities

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Petroleum Science 2022年第1期19卷 429-440页

作者： Jia-Man Li Xiu-Cheng Dong Qin-Zhe Jiang Kang-Yin Dong School of international trade and economics University of International Business and EconomicsBeijing100029China UIBE Belt&Road Energy trade and Development Center University of International Business and EconomicsBeijing100029China

Urban natural gas is becoming the main sector driving China’s natural gas consumption growth in recent *** study explores the impacts of urban natural gas price,wage,socioeconomic determinants,and meteorological conditions on urban natural gas demand in China over ***,this study also analyzes the potential regional heterogeneity and asymmetry in the impacts of gas price and income on China’s urban gas *** results reveal that:(1)The increased gas price can significantly reduce the urban gas demand,and the average income level may effectively promote the gas demand,also,a strong switching effect exists between electricity and natural gas in urban China;(2)these impacts are heterogeneous in regions among China,urban natural gas demand is largely affected by the gas price in regions with high-gas-price and by income in regions with low-gas-price;and(3)the impact of gas price on urban gas consumption is consistent in regions with different urban natural gas consumption,while the impact of income is *** study further provides several policy implications for improving the urban natural gas industry in China.

关键词： Urban natural gas demand Natural gas price Average wage Regional heterogeneity Asymmetry analysis

Exp-Function Method and Fractional Complex Transform for Space-Time Fractional KP-BBM Equation

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Communications in Theoretical Physics 2017年第8期67卷 149-154页

作者： Ozkan Guner Cankiri Karatekin University Faculty of Economics and Administrative Sciences Department of International Trade

In the present article, He＇s fractional derivative, the ansatz method, the （ C / G）-expansion method, and the exp-function method are used to construct the exact solutions of nonlinear space-time fractional Kadomtsev-Petviashvili- Benjamin-Bona Mahony （KP-BBM）. As a result, different types of exact solutions are obtained. Also we have examined the relation between the solutions obtained from the different methods. These methods are an efficient mathematical tool for solving fractional differential equations （FDEs） and it can be applied to other nonlinear FDEs.

关键词： ansatz method exp-function method He's fractional derivative (G'/G)-expansion method spacetime fractional KP-BBM equation

EXISTENCE OF COMPETITIVE EQUILIBRIUM OF LARGE SECURITY-SPOT MARKET WITH INCOMPLETE ASSET STRUCTURE

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Journal of Systems Science & Complexity 2007年第3期20卷 386-396页

作者： Guosheng ZHANG School of international trade and economics Beijing International Studies University Beijing 100024 China.

With the concept of security-spot market or security market with measurable space of agents, which was first given by Zhang （1998, 2000）, we continue to discuss the existence of equilibrium in such large economies. Under common conditions, we have claimed the existence of equilibrium in incomplete security-spot market with a continuum of traders. Because of the development from complete market to incomplete market, we have not only generalized Aumann＇s results in 1966, but also achieved a breakthrough on researching methods.

关键词： Equilibrium incomplete asset structure large economy security-spot market with measurable space of agents.

Why Are Chinese Exports Not So Special?

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China & World Economy 2009年第1期17卷 47-65页

作者： Shunli Yao Institute for Applied international trade and School of international trade and economics University of International Business and Economics

Applying a commonly used index for export sophistication in a cross-country study, Rodrik finds that the technological content of Chinese exports over the past decade has been so high that it cannot be explained simply by the economic fundamentals of a low-income country abundant with unskilled labor. Question has been raised for the empirical robustness of the index. I am also doubtful with Rodrik＇ s analysis but develop my argument from a different perspective. This paper briefly reviews Rodrik＇s methodology and identifies other factors his empirical results potentially hinge on. Based on this, it elaborates on China＇ s unique processing trade regime, the uneven distribution of its exports across Chinese regions and the limitation of HS codes in terms of identifying differentiated products, in an attempt to show that these factors also contribute to higher estimations of China＇s export sophistication level. Finally, it organizes trade data to reveal the trade patterns that are indeed consistent with the country＇s comparative advantage.

关键词： China technological sophistication index trade

Analysis of Chinese Manufacturing Export Duration

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China & World Economy 2012年第4期20卷 56-73页

作者： Jun Shao Kangning Xu Bin Qiu department of international trade and economics Southeast University

This paper studies the duration of Chinese manufacturing exports and its determinants, using disaggregated 6-digit level Harmonized System product trade data from 1995 to 2007. Cox proportional hazard, Weibull and exponential models are used to examine the effects of various factors on export duration. It is revealed that export duration tends to be rather short-lived. It is also found that GDP and GDP per capita of the export destination have positive effects on export duration, while trade relationships with distant and landlocked countries are generally of shorter duration. In addition, export duration is longer for differentiated and parts and components products, as well as products with large initial trade values. WTO membership is also important for longer export duration. Our empirical analysis suggests that developed markets, such as the USA and the EU, are important to China, and should still be the major sources for Chinese export growth in the long run. Moreover, technical innovation of firms and free trade agreement negotiations will be helpful for sustainable export growth.

关键词： duration manufacturing export survival

Investigating the customer trust in artificial intelligence: The role of anthropomorphism, empathy response, and interaction

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CAAI Transactions on Intelligence Technology 2023年第1期8卷 260-273页

作者： Nguyen Thi Khanh Chi Nam Hoang Vu Foreign trade University HanoiVietnam Faculty of international economics Foreign Trade UniversityHanoiVietnam

Artificial intelligence(AI)applications are observed in different industries including the services,where the impressive changing pace is boosted by the technological advances in *** use of AI in the daily work of individuals and in shaping the relationship between firms and customers has resulted in increased efficiency and a higher degree of fascination in *** are,however,customers'fears related to the use of ***,understanding how AI affects customer trust is worth *** study focuses on the AI applications and their impact on communication quality and customer *** features of AI applications investigated in this study include anthropomorphism,empathy response and interaction.A model was first empirically validated through Confirmatory Factor Analysis and tested using Covariance-Based Structural Equation *** were then collected from a survey of 507 customers of two banks and two big telecommunication firms in *** results indicate that anthropomorphism and interaction do not play critical roles in generating customer trust in AI unless they create communication quality with *** ability of empathy response makes customers trust in various service *** application seems to be a good solution for service firms to enhance their relationship with customers in difficult circumstances,including a pandemic *** study delivers implications for enhancing AI adoption in the service firms that intend to innovate their future operations.

关键词： AI anthropomorphism empathy response future orientation interaction

Does Horizontal-Paradigm Aid Weaken the Governance of Recipient Countries?Evidence from China

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China & World Economy 2022年第2期30卷 1-27页

作者： Luhao Liu Xudong Hu Zhongxiu Zhao School of international trade and economics Shandong University of Finance and EconomicsChina School of international trade and economics University of International Business and EconomicsChina School of international trade and economics Shandong University of Finance and EconomicsChina.

China's aid has always been an interesting topic in the field of development economics,and the effectiveness of aid is also a controversial subject in the *** paper explores the relationship between China's aid and the governance of its recipient countries from 2000 to *** found that,compared with the vertical paradigm"of traditional donors,China's f,horizontal paradigm‘‘has unique features,promoting the governance of recipient *** employed a cross-sectional estimation and panel analysis with several regression *** our cross-sectional findings did not yield robust evidence to support a relationship between Chinese aid and its recipients'governance,our panel data regressions found a significant and positive *** results were robust in a dynamic panel,even after correcting for ***,China's aid has a positive influence on governance with the inclusion of time *** relationship was found to vary according to aid types.

关键词： aid effectiveness China's aid horizontal paradigm quality of governance