作者: 清澈 時間: 2025-3-21 20:21
Structure of Optimal Stopping Strategies for American Type Options,ed as a price process and the second one as an index process controlling the price component. American type options with convex pay-off functions are studied. The structure optimal and ε-optimal buyer stopping strategies is investigated for various classes of convex pay-off functions.作者: 樂意 時間: 2025-3-22 04:15 作者: immunity 時間: 2025-3-22 08:38
https://doi.org/10.1007/978-1-4757-3150-7Computer; Finance; Multimedia; Options; Simulation; Stochastic Optimization; calculus; computer science; mod作者: BAIT 時間: 2025-3-22 08:57
978-1-4419-4840-3Springer-Verlag US 2000作者: dowagers-hump 時間: 2025-3-22 15:54 作者: Sciatica 時間: 2025-3-22 19:28
On the Numerical Solution of Jointly Chance Constrained Problems,This paper considers jointly chance constrained problems from the numerical point of view. The main numerical difficulties as well as techniques for overcoming these difficulties are discussed. The efficiency of the approach is illustrated by presenting computational results for large-scale jointly chance constrained test problems.作者: 不斷的變動 時間: 2025-3-23 01:03
Some Remarks on the Value-at-Risk and the Conditional Value-at-Risk,The value-at-risk (VaR) and the conditional value-at-risk (CVaR) are two commonly used risk measures. We state some of their properties and make a comparison. Moreover, the structure of the portfolio optimization problem using the VaR and CVaR objective is studied.作者: 令人苦惱 時間: 2025-3-23 05:26 作者: negligence 時間: 2025-3-23 08:02 作者: encomiast 時間: 2025-3-23 13:02 作者: 排斥 時間: 2025-3-23 15:06 作者: 閃光東本 時間: 2025-3-23 18:03
Book 2000ding strategies for financial derivatives(options). ..Audience:. The book is a valuable source of information forfaculty, students, researchers, and practitioners in financialengineering, operation research, optimization, computer science, andrelated areas.作者: 功多汁水 時間: 2025-3-23 22:53
1571-568X ptimal trading strategies for financial derivatives(options). ..Audience:. The book is a valuable source of information forfaculty, students, researchers, and practitioners in financialengineering, operation research, optimization, computer science, andrelated areas.978-1-4419-4840-3978-1-4757-3150-7Series ISSN 1571-568X 作者: Stress 時間: 2025-3-24 04:44 作者: Project 時間: 2025-3-24 07:23 作者: Factual 時間: 2025-3-24 11:02
1571-568X y, and the environment. Recently,significant advances have been made in sensitivity analysis andoptimization of probabilistic functions, which is the basis forconstruction of new efficient approaches. This book presents the stateof the art in the theory of optimization of probabilistic functionsand 作者: 柔聲地說 時間: 2025-3-24 15:04 作者: 思想靈活 時間: 2025-3-24 19:56
Approximation of Value-at-Risk Problems with Decision Rules,rom the class of bounded measurable functions ... Both problems are approximated by sequences of finite dimensional extremum problems with discrete measures and with increasing dimensions. Convergence conditions for optimal values and solutions of both problems are presented.作者: 鉗子 時間: 2025-3-25 00:40
Introduction to the Theory of Probabilistic Functions and Percentiles (Value-at-Risk),R risk measure has more attractive properties compared to VaR. This introductory paper gives basic definitions and reviews several topics:.The emphasis of this paper is on issues which have been relatively recently developed.作者: 痛得哭了 時間: 2025-3-25 03:30 作者: 脖子 時間: 2025-3-25 10:09
Managing Risk with Expected Shortfall,ptions, is best addressed with simulation-based methods. While expected shortfall and Value-at-Risk are constant multiples of each other in the parametric case, expected shortfall tends to provide more robust estimates of relevant risk analytics under the simulation-based approach.作者: Aspirin 時間: 2025-3-25 12:25 作者: 變形 時間: 2025-3-25 18:35
Karl Frauendorfer,Michael Schürlehe postal business and the production and organization structure in other network industries is often overlooked. While the recent analysis and debate on access focuses on the terms of access and the opportunities of competitors to compete with incumbent postal operators, discussion about the nature作者: CHOP 時間: 2025-3-25 23:57 作者: Injunction 時間: 2025-3-26 03:08
Yu. S. Kan,A. I. Kibzunrice that should be charged by the USP for the use of its facilities. The EU Directive requires that, for such purposes, access prices should be on an avoided cost basis or that “tariffs shall take account of the avoided cost, as compared to the standard service covering the complete range of featur作者: 粗野 時間: 2025-3-26 06:00
Vladimir Kirilyukhe postal business and the production and organization structure in other network industries is often overlooked. While the recent analysis and debate on access focuses on the terms of access and the opportunities of competitors to compete with incumbent postal operators, discussion about the nature作者: HAIRY 時間: 2025-3-26 09:14
Alexander Kreinin,Alexander Leving their domestic industrial structure. Questions were constantly raised by government officials, businessmen, and scholars as to how international competitiveness in high technology industries could be maintained or enhanced. Their attention was not limited only to types of management or technology,作者: 揉雜 時間: 2025-3-26 13:53
Alexander G. Kukush,Dmitrii S. Silvestrovelopment that gradually took place from the late 1960s through the oil crises was an important source of dynamic development in the Japanese semiconductor industry. Though the industry’s golden age in terms of a world market share has ended, it still continues to demonstrate world leadership. The CC作者: Glossy 時間: 2025-3-26 20:36
Riho Lepp neural networks. The bad news isthat such work usually requires the understanding of and bringing together of results from many seemingly disparate disciplines such as neurobiology, cognitive psychology, theory of differential equations, largc scale systems theory, computer science, and electrical 作者: interior 時間: 2025-3-26 23:53
Helmut Mausser,Dan Rosen neural networks. The bad news isthat such work usually requires the understanding of and bringing together of results from many seemingly disparate disciplines such as neurobiology, cognitive psychology, theory of differential equations, largc scale systems theory, computer science, and electrical 作者: 情節(jié)劇 時間: 2025-3-27 04:25
János Mayer neural networks. The bad news isthat such work usually requires the understanding of and bringing together of results from many seemingly disparate disciplines such as neurobiology, cognitive psychology, theory of differential equations, largc scale systems theory, computer science, and electrical 作者: Urea508 時間: 2025-3-27 07:16
E. A. Medova,J. E. Scottces required by society,to a system of interdependent local and regional undertakingsthat both competeand cooperate with one another. The book argues that there are no indications thatthe postal sector has stopped changing, and that it seems most probable thatthe European Union’s postal sector will 作者: Exposure 時間: 2025-3-27 10:35 作者: 殘暴 時間: 2025-3-27 15:37
Alexander Shapiroares and hence the ability to survive in a given economic environment. In the sequel I would like to argue that it is the interplay of the market place with its economic environment, which makes the competitiveness issue a particular interesting and politically important one.作者: 領(lǐng)帶 時間: 2025-3-27 17:53
