Skip to main content

3 Result(s)

within Chapter Remove this filter D Ren Remove this filter

and

  1. No Access

    Chapter

    Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models

    This paper considers the continuous-time portfolio optimization problem with both stochastic interest rate and stochastic volatility in regime-switching models, where a regime-switching Vasicek model is assume...

    R. H. Liu, D. Ren in Modeling, Stochastic Control, Optimization, and Applications (2019)

  2. No Access

    Chapter

    A Boundary Element Technique on the Solution of Cylindrical Shell Bending Problems

    The object of this paper is to investigate the possibility of utilizing fundamental solutions in series form along with the plate singularity to implement the boundary element technique in non-shallow cylindri...

    D. Ren, K.-C. Fu in Boundary Elements XIII (1991)

  3. No Access

    Chapter

    The Mark-J Vertex Detector

    A high-resolution drift chamber based on the time expansion principle has been built as a vertex detector for the Mark-J experiment at DESY. Results on the chamber performance obtained from test beam measureme...

    H. Anderhub, H. Anders, S. Ansari, A. Boehm, M. Bourquin, J. Burger… in Vertex Detectors (1988)