领导权
发表于 2025-3-25 06:57:19
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Ringworm
发表于 2025-3-25 07:30:43
Basic Proof Systems for Substructural Logicse. In this paper we use Monte Carlo procedure to value barrier options based on the Chan, Karolyi, Longstaff and Sanders interest rate process. By performing simulations with and without including the recently suggested Sharp Large Deviations, we show that standard Monte Carlo procedure substantially misprices barrier options.
BALK
发表于 2025-3-25 15:13:32
Multistage Stochastic Programming in Computational Finance quadratic stochastic program, respectively; solution of many almost identical quadratic stochastic programs yields points describing the Markowitz efficient frontier. Computational results and backtesting are presented on a number of models, simulated and real.
ANA
发表于 2025-3-25 16:55:59
Interest Rate Barrier Optionse. In this paper we use Monte Carlo procedure to value barrier options based on the Chan, Karolyi, Longstaff and Sanders interest rate process. By performing simulations with and without including the recently suggested Sharp Large Deviations, we show that standard Monte Carlo procedure substantially misprices barrier options.
剥皮
发表于 2025-3-25 22:49:35
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滋养
发表于 2025-3-26 01:56:21
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显赫的人
发表于 2025-3-26 05:32:57
Simulations for Hedging Financial Contracts with Optimal Decisionse hedging of these contracts. In particular, we present results for the heuristic use of the reset feature; for example, locking in whenever the underlying asset value has risen by 15% as recently suggested by a Canadian Institute of Actuaries task force on segregated funds.
Morphine
发表于 2025-3-26 12:30:29
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wall-stress
发表于 2025-3-26 12:59:43
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expire
发表于 2025-3-26 17:27:32
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