1 code implementation • 11 Apr 2024 • Yi Sun, Hong Shen, Bingqing Li, Wei Xu, Pengcheng Zhu, Nan Hu, Chunming Zhao
The receiver design for multi-input multi-output (MIMO) ultra-reliable and low-latency communication (URLLC) systems can be a tough task due to the use of short channel codes and few pilot symbols.
no code implementations • 26 Jun 2020 • Michael C. Fu, Bingqing Li, Rongwen Wu, Tianqi Zhang
We consider option pricing using a discrete-time Markov switching stochastic volatility with co-jump model, which can model volatility clustering and varying mean-reversion speeds of volatility.