標(biāo)題: Titlebook: Advanced Modelling in Mathematical Finance; In Honour of Ernst E Jan Kallsen,Antonis Papapantoleon Conference proceedings 2016 Springer Int [打印本頁] 作者: Odious 時間: 2025-3-21 17:33
書目名稱Advanced Modelling in Mathematical Finance影響因子(影響力)
書目名稱Advanced Modelling in Mathematical Finance影響因子(影響力)學(xué)科排名
書目名稱Advanced Modelling in Mathematical Finance網(wǎng)絡(luò)公開度
書目名稱Advanced Modelling in Mathematical Finance網(wǎng)絡(luò)公開度學(xué)科排名
書目名稱Advanced Modelling in Mathematical Finance被引頻次
書目名稱Advanced Modelling in Mathematical Finance被引頻次學(xué)科排名
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書目名稱Advanced Modelling in Mathematical Finance年度引用學(xué)科排名
書目名稱Advanced Modelling in Mathematical Finance讀者反饋
書目名稱Advanced Modelling in Mathematical Finance讀者反饋學(xué)科排名
作者: 不能妥協(xié) 時間: 2025-3-21 23:45
Janet L. Young,Edward D. LemaireIn this note we show that this continues to hold in a Black-Scholes-type market with proportional transaction costs.We heavily rely on results from Gerhold et al. (Financ Stochast 17:325–354 2013 [.]), who determine a portfolio maximizing the . long-term growth rate of wealth in the same setup.作者: NIL 時間: 2025-3-22 02:57 作者: finite 時間: 2025-3-22 04:49 作者: 減弱不好 時間: 2025-3-22 11:47 作者: 售穴 時間: 2025-3-22 16:16
https://doi.org/10.1007/978-3-319-45875-591G20, 91G30, 91G70, 60G44, 60G51; advanced stochastic models; mathematical finance; option pricing and作者: agonist 時間: 2025-3-22 18:01
978-3-319-83390-3Springer International Publishing Switzerland 2016作者: 公理 時間: 2025-3-23 00:23 作者: 滔滔不絕地講 時間: 2025-3-23 04:04 作者: 影響 時間: 2025-3-23 05:54 作者: 拋射物 時間: 2025-3-23 09:58 作者: ostracize 時間: 2025-3-23 17:44
https://doi.org/10.1007/978-3-319-93012-1nds. The first model is a full rank Gaussian copula (.). The second models returns as a linear mixture of independent Lévy processes (.). The third correlates Gaussian components in a variance gamma representation (.). On a number of occasions all three models are comparable. More generally, in some作者: Inelasticity 時間: 2025-3-23 20:57
An Ethos for Bioarchaeologists, a way to investigate if the recent financial crisis was a Black Swan event for a given bank based on weekly closing prices and derived log-returns. More specifically, using techniques from extreme value methodology we estimate the tail behavior of the negative log-returns over two specific horizons作者: RODE 時間: 2025-3-23 23:39 作者: 刻苦讀書 時間: 2025-3-24 05:57
https://doi.org/10.1007/978-1-4614-9239-9bining stochastic, economic, operational and regulatory elements. This paper is a plea to account for model uncertainties on the level of consequences and not at the level of risk factors. This has important implications for validation, auditing and is of use testing of internal models. In line with作者: uveitis 時間: 2025-3-24 06:46 作者: esthetician 時間: 2025-3-24 12:27
Aviva A. Cormier,Jane E. Buikstratudy call options on the realized variance. The key idea of our approach is to interpret the compensated quadratic variation of the Lévy process as a perturbed Brownian motion. The approximation involves even cumulants of the Lévy process and option price sensitivities (greeks) in the limiting Bache作者: compel 時間: 2025-3-24 17:53
Russell Shuttleworth,Helen Meekoshagorithm, which is iterative and yields the price in two sub-steps, locally in time. At the beginning of each period, an intermediate payoff is produced which is non-linear and replicable, and, in turn, it is priced by arbitrage in the second sub-step. The indifference price is thus constructed via a作者: allergen 時間: 2025-3-24 21:16 作者: 清澈 時間: 2025-3-25 00:20
Bioarchaeology of Impairment and Disabilityadigm agents preferences depend on the probability distribution of the payoff and for the same distribution agents prefer the payoff that requires less investment. In this context he gave the notion of efficient payoff. Both approaches run parallel to the theory of choice of von Neumann and Morgenst作者: 征兵 時間: 2025-3-25 05:16 作者: Minikin 時間: 2025-3-25 07:54
org?ngen aufgebaut worden ist, werden jetzt die Eigenschaften spezieller Pulsformen im Hinblick auf technische Anwendung behandelt. Zuerst soll für bestimmte, in der Praxis wichtige Pulsformen die Gestalt des Spektrums diskutiert werden, tmd die Ver?nderungen der zeitlichen Form beim Durchgang durch作者: 積云 時間: 2025-3-25 13:03
Tail Behaviour and Tail Dependence of?Generalized Hyperbolic Distributionsor fixed beds or in situ processes. In addition, we have not considered other fossil-fuel combustion problems associated with oil shale, tar sands, etc., even though many aspects of pulverized-coal combustion would relate to these problems. For the case of pulverized-coal models, we have attempted t作者: BLUSH 時間: 2025-3-25 16:53
Gamma Kernels and ,/, Processesh z.?B. als Kalk an Felsw?nden aus Wasser ausscheiden oder in Stollen und H?hlen Tropfsteine bilden. In anderer Bedeutung wurde unter ?Sinter“ Metall-, besonders Eisenschlacke verstanden, ebenso die ?u?ere Oxidschicht, die sich w?hrend der Erw?rmung vor dem Schmieden auf Eisen und Stahl bildet. Verw作者: arthrodesis 時間: 2025-3-25 23:26
Explicit Computations for Some Markov Modulated Counting Processese strategies that facilitate their students’ comprehension and use of content area reading material; second, it aims to help pre-service teachers learn to implement hands-on lessons for their content area; third, apart from strategies offered to the content area teachers in the mainstream, the book 作者: 生氣的邊緣 時間: 2025-3-26 01:08
ugh the interface film. With compound seal installations often characterised as “double back-to-back” and “tandem” the effective sealed liquid is contained in the same way..The basic idea behind most variations of the conventional single seal installation is to improve the condition of the interface作者: patriarch 時間: 2025-3-26 06:23 作者: 休息 時間: 2025-3-26 10:01
Estimation of Correlation Between Latent Processesefinden sich Energiedargebot und Energiem?rkte in einem grundlegenden Wandel. Zur Angleichung von Energiedargebot und -nachfrage werden bei einem wachsenden Anteil flukturierender erneuerbarer Energien Optionen zur Flexibilisierung ben?tigt, zu denen Speicher z?hlen. In der vorliegenden Untersuchung作者: 謙卑 時間: 2025-3-26 12:52 作者: 結(jié)合 時間: 2025-3-26 19:26 作者: 爭論 時間: 2025-3-26 21:44
nd utilitarian - and while some attempts may be made to reconcile them, it is the former rather than the latter which requires the reconciliation. Taken by itself the retributive approach is primitive and unenlightened, falling short of the rational civilized humanitarian values which we have now ac作者: 腐敗 時間: 2025-3-27 02:28
Option Pricing in Affine Generalized Merton Modelsircles.. Indeed, there are about as many interpretations of retributivism as there are defenders and opponents of the view, or cluster of views, rightly called ‘retributivism’. Whether pure or mixed versions of the theory, what all punishment theories worthy of the name ‘retributivism’ share with on作者: 胰臟 時間: 2025-3-27 05:48 作者: 未完成 時間: 2025-3-27 12:59 作者: expdient 時間: 2025-3-27 13:39 作者: COLIC 時間: 2025-3-27 18:39
Tail Behaviour and Tail Dependence of?Generalized Hyperbolic Distributionsen discussed, including pertinent aspects of turbulence, chemical kinetics, radiative heat transfer, and gas-particle convective-diffusive interactions. Much of Part II deals with parameters and coefficients for describing these complex rate processes. This part of the book provides recommended valu作者: 掙扎 時間: 2025-3-28 01:34 作者: 技術(shù) 時間: 2025-3-28 02:23 作者: Tartar 時間: 2025-3-28 06:32 作者: indecipherable 時間: 2025-3-28 13:57
Construction and Hedging of Optimal Payoffs in Lévy Modelsh Sozialwesen (vier Semester — Hauptstudium) der Fachhochschule Fulda, auf teilnehmende Beobachtung und autobiographisch-narrative Interviews, protokollierte Gespr?che, Dokumentation und Evaluation der (auch fehlbaren) p?dagogischen Handlungen bzw. Experimente.作者: 并置 時間: 2025-3-28 15:21
Abschnitt allerdings nur so weit verfolgt, als man es mit determinierten Signalen zu tun hat. Sofern der stochastische Charakter von Pulssignalen ins Spiel kommt und wenn sie unter dem Einflu? von St?rungen empfangen werden, sind die Methoden der mathematischen Statistik anzuwenden. Darauf soll im 6. Abschnitt eingegangen werden.作者: Expressly 時間: 2025-3-28 21:26 作者: Diskectomy 時間: 2025-3-29 02:14
Estimation of Correlation Between Latent Processessomit gering. Im ersten Kapitel wird nach den einführenden Worten (1.1) der Projekthintergrund erl?utert (1.2). Das Buch ist im Rahmen des von der EU und dem Land Niedersachsen gef?rderten Forschungsprojekts EnERgioN entstanden. Hiernach werden Fragestellung und Aufbau des Buches erl?utert (1.3).作者: Hearten 時間: 2025-3-29 03:48
Model Uncertainty in a Holistic Perspectiverriculum’ of class and gender norms into their working class charges. Mahood argues in her study of the Scottish ‘child-saving’ movement that institutions constituted a ‘social system of domination’ creating ‘female proletarians to take up distinct positions in the class and gender order’ (1995: 3).作者: 提名的名單 時間: 2025-3-29 08:05 作者: Lipoprotein(A) 時間: 2025-3-29 12:17 作者: 易受騙 時間: 2025-3-29 15:51
Approximate Pricing of Call Options on the Quadratic Variation in Lévy Modelsosition of punitive damages that makes defendants and their insurers likely to accept higher settlements, than actual punitive damages awards, that can be expensive for insurers. This makes it impossible to give any exact estimates of what punitive damages cost insurers at the end of the day.作者: 頭腦冷靜 時間: 2025-3-29 21:47
of abrasive damage to the seal faces is very much reduced..This development is therefore capable of meeting the particular requirements of users where safety, reliability, predictability and long life are key seal selection criteria..The paper concludes with operating details of working installations.作者: Cosmopolitan 時間: 2025-3-30 03:34
Option Pricing in Affine Generalized Merton Modelsith certain statements made by Kant) that considerations of social utility (deterrence, rehabilitation and so on) might serve as secondary justifications of the institution and particular forms of punishment,. all retributivisms. hold that the notion of desert is central to why, if ever, punishment and punishments are morally justified.作者: STALE 時間: 2025-3-30 04:03 作者: 無脊椎 時間: 2025-3-30 11:58 作者: 提煉 時間: 2025-3-30 14:23 作者: 拍翅 時間: 2025-3-30 18:57
https://doi.org/10.1007/978-3-319-71114-0il dependence coefficients. Our main result states that the generalized hyperbolic copula can only attain the two extremal values 0 or 1 for the latter, that is, it is either tail independent or completely dependent. We provide necessary conditions for each case to occur as well as a simpler criteri作者: 疾馳 時間: 2025-3-30 23:06 作者: Host142 時間: 2025-3-31 04:23
Conference proceedings 2016o 22 May 2015 in Kiel, Germany. It includes contributions by several invited speakers at the workshop, including several of Ernst Eberlein’s long-standing collaborators and former students..Advanced mathematical techniques play an ever-increasing role in modern quantitative finance. Written by leadi作者: ostensible 時間: 2025-3-31 06:16
Conference proceedings 2016, on term-structure modelling, and on statistical aspects of financial modelling. It is aimed at graduate students and researchers interested in mathematical finance, as well as practitioners wishing to learn about the latest developments..作者: narcotic 時間: 2025-3-31 11:32 作者: 圓錐體 時間: 2025-3-31 17:18 作者: 痛苦一下 時間: 2025-3-31 20:04
Conclusion: Challenging the Narrative concept of . between two commodity markets through quantities accounting for fundamental financial economic indicators, our conclusion is negative, illuminating the importance of transportation costs yet in the case of natural gas.作者: HIKE 時間: 2025-3-31 22:08
The Mortuary Component and Human Remains,rease in firms’ default risks, in particular for those firms heavily relying on short-term collateralized borrowing. Moreover, our results imply that reducing margin in liquidity crises can be very effective to restore market lending confidence.
