{"id":"https://openalex.org/W2997001052","doi":"https://doi.org/10.1007/s11424-019-7400-4","title":"Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier","display_name":"Pricing a Chained Dynamic Fund Protection Under Vasicek Interest Rate Model with Stochastic Barrier","publication_year":2019,"publication_date":"2019-12-01","ids":{"openalex":"https://openalex.org/W2997001052","doi":"https://doi.org/10.1007/s11424-019-7400-4","mag":"2997001052"},"language":"en","primary_location":{"id":"doi:10.1007/s11424-019-7400-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-019-7400-4","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5103235072","display_name":"Yinghui Dong","orcid":"https://orcid.org/0000-0002-6673-2648"},"institutions":[{"id":"https://openalex.org/I308837","display_name":"Suzhou University of Science and Technology","ror":"https://ror.org/04en8wb91","country_code":"CN","type":"education","lineage":["https://openalex.org/I308837"]}],"countries":["CN"],"is_corresponding":true,"raw_author_name":"Yinghui Dong","raw_affiliation_strings":["Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China","institution_ids":["https://openalex.org/I308837"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5081196371","display_name":"Chao Xu","orcid":"https://orcid.org/0000-0003-4417-3299"},"institutions":[{"id":"https://openalex.org/I308837","display_name":"Suzhou University of Science and Technology","ror":"https://ror.org/04en8wb91","country_code":"CN","type":"education","lineage":["https://openalex.org/I308837"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Chao Xu","raw_affiliation_strings":["Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China","institution_ids":["https://openalex.org/I308837"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5027661188","display_name":"Sang Wu","orcid":"https://orcid.org/0000-0002-6299-4579"},"institutions":[{"id":"https://openalex.org/I308837","display_name":"Suzhou University of Science and Technology","ror":"https://ror.org/04en8wb91","country_code":"CN","type":"education","lineage":["https://openalex.org/I308837"]}],"countries":["CN"],"is_corresponding":false,"raw_author_name":"Sang Wu","raw_affiliation_strings":["Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China"],"affiliations":[{"raw_affiliation_string":"Department of Mathematics and Physics, Suzhou University of Science and Technology, Suzhou, 215009, China","institution_ids":["https://openalex.org/I308837"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5103235072"],"corresponding_institution_ids":["https://openalex.org/I308837"],"apc_list":{"value":2290,"currency":"EUR","value_usd":2890},"apc_paid":null,"fwci":0.2856,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.6640625,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"32","issue":"6","first_page":"1659","last_page":"1674"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9995999932289124,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11496","display_name":"Credit Risk and Financial Regulations","score":0.9925000071525574,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10127","display_name":"Banking stability, regulation, efficiency","score":0.9847999811172485,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/vasicek-model","display_name":"Vasicek model","score":0.8632289171218872},{"id":"https://openalex.org/keywords/time-value-of-money","display_name":"Time value of money","score":0.4743993282318115},{"id":"https://openalex.org/keywords/order","display_name":"Order (exchange)","score":0.4699578285217285},{"id":"https://openalex.org/keywords/value","display_name":"Value (mathematics)","score":0.45197296142578125},{"id":"https://openalex.org/keywords/bond","display_name":"Bond","score":0.44929495453834534},{"id":"https://openalex.org/keywords/investment-fund","display_name":"Investment fund","score":0.42329972982406616},{"id":"https://openalex.org/keywords/downside-risk","display_name":"Downside risk","score":0.41079390048980713},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.37845954298973083},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3666834235191345},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.20243054628372192},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.07726773619651794}],"concepts":[{"id":"https://openalex.org/C201608381","wikidata":"https://www.wikidata.org/wiki/Q2331759","display_name":"Vasicek model","level":3,"score":0.8632289171218872},{"id":"https://openalex.org/C147842934","wikidata":"https://www.wikidata.org/wiki/Q187142","display_name":"Time value of money","level":2,"score":0.4743993282318115},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.4699578285217285},{"id":"https://openalex.org/C2776291640","wikidata":"https://www.wikidata.org/wiki/Q2912517","display_name":"Value (mathematics)","level":2,"score":0.45197296142578125},{"id":"https://openalex.org/C69738904","wikidata":"https://www.wikidata.org/wiki/Q11693","display_name":"Bond","level":2,"score":0.44929495453834534},{"id":"https://openalex.org/C36588987","wikidata":"https://www.wikidata.org/wiki/Q4201895","display_name":"Investment fund","level":3,"score":0.42329972982406616},{"id":"https://openalex.org/C2776719154","wikidata":"https://www.wikidata.org/wiki/Q1094965","display_name":"Downside risk","level":3,"score":0.41079390048980713},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.37845954298973083},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3666834235191345},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.20243054628372192},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.07726773619651794},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.0},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s11424-019-7400-4","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s11424-019-7400-4","pdf_url":null,"source":{"id":"https://openalex.org/S45848134","display_name":"Journal of Systems Science and Complexity","issn_l":"1009-6124","issn":["1009-6124","1559-7067"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Systems Science and Complexity","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":19,"referenced_works":["https://openalex.org/W1529346580","https://openalex.org/W1577527822","https://openalex.org/W1580561995","https://openalex.org/W1972137248","https://openalex.org/W2019844625","https://openalex.org/W2021475375","https://openalex.org/W2030064313","https://openalex.org/W2034413077","https://openalex.org/W2068457428","https://openalex.org/W2090786948","https://openalex.org/W2143743986","https://openalex.org/W2170444200","https://openalex.org/W2200824777","https://openalex.org/W2405744052","https://openalex.org/W2414735441","https://openalex.org/W2521882760","https://openalex.org/W2594410067","https://openalex.org/W2765215678","https://openalex.org/W4292070138"],"related_works":["https://openalex.org/W2182957183","https://openalex.org/W2554086815","https://openalex.org/W2485293676","https://openalex.org/W4244881449","https://openalex.org/W3211890122","https://openalex.org/W2953006169","https://openalex.org/W1998031535","https://openalex.org/W2918166466","https://openalex.org/W4319455969","https://openalex.org/W1596555785"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}