Searched for: author:"Zhang, B."
(1 - 4 of 4)
document
Zhang, B. (author), Teunissen, P.J.G. (author)
Care should be taken to minimize adverse impact of receiver differential code biases (DCBs) on global navigation satellite system (GNSS)-derived ionospheric parameters. It is therefore of importance to ascertain the intrinsic characteristics of receiver DCBs, preferably in the context of new-generation GNSS. In this contribution, we present a...
journal article 2015
document
Zhang, B. (author), Oosterlee, C.W. (author)
Swing options give contract holders the right to modify amounts of future delivery of certain commodities, such as electricity or gas. We assume that these options can be exercised at any time before the end of the contract, and more than once. However, a recovery time between any two consecutive exercise dates is incorporated as a constraint to...
journal article 2013
document
Zhang, B. (author), Oosterlee, C.W. (author)
We propose an efficient pricing method for arithmetic and geometric Asian options under exponential Lévy processes based on Fourier cosine expansions and Clenshaw–Curtis quadrature. The pricing method is developed for both European style and American-style Asian options and for discretely and continuously monitored versions. In the present paper...
journal article 2013
document
Zhang, B. (author), Teunissen, P.J.G. (author), Odijk, D. (author)
In this contribution, a novel un-differenced (UD) (PPP-RTK) concept, i.e. a synthesis of Precise Point Positioning and Network-based Real-Time Kinematic concept, is introduced. In the first step of our PPP-RTK approach, the UD GNSS observations from a regional reference network are processed based upon re-parameterised observation equations,...
journal article 2011
Searched for: author:"Zhang, B."
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