GLEAN
发表于 2025-3-23 10:31:09
http://reply.papertrans.cn/24/2323/232285/232285_11.png
数量
发表于 2025-3-23 14:26:37
http://reply.papertrans.cn/24/2323/232285/232285_12.png
有限
发表于 2025-3-23 20:40:26
https://doi.org/10.1007/978-3-322-85217-5ons. Their possible exercise date is fixed in advance. On the other hand, the fact is that options that are usually traded on the option market can be exercised at any time before the expiry, although most often they are not. Such options are called American options. As seen so far, the problem of p
Ophthalmologist
发表于 2025-3-23 22:42:42
https://doi.org/10.1007/978-3-322-85217-5ng, and trading of stocks and options. Chapter 5 and 6 present some sophisticated ways as to how to analyze the market from the point of view of estimating the perceived stock volatilities. In Chapter 7 it was shown how mathematics and .® can be used for synthesizing the available information about
Adj异类的
发表于 2025-3-24 05:12:31
https://doi.org/10.1007/978-1-4612-0043-7Mathematica; Options; Portfolio; Portfolio Diversification; Portfolio Optimization; STATISTICA; Stochastic
anesthesia
发表于 2025-3-24 07:51:34
http://reply.papertrans.cn/24/2323/232285/232285_16.png
optic-nerve
发表于 2025-3-24 11:10:47
Optimal Portfolio Rules,The classical portfolio theory goes back to Markowitz and his mean-variance portfolio theory. Portfolio theory based on stochastic control goes back to Merton’s classical paper in the early 70s .
主动脉
发表于 2025-3-24 16:57:15
http://reply.papertrans.cn/24/2323/232285/232285_18.png
agonist
发表于 2025-3-24 21:59:05
http://reply.papertrans.cn/24/2323/232285/232285_19.png
含沙射影
发表于 2025-3-25 01:35:05
Computational Financial Mathematics using MATHEMATICA®Optimal Trading in S