微枝末节 发表于 2025-3-26 21:11:01
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Jan Natolski,Ralf Wernerquantum dots . However, away from equilibrium, the absence of a groundstate requires new criteria other than energy for eliminating unimportant states. Ideas based on the DMRG method described in this book are being explored and may prove useful in this context.书法 发表于 2025-3-27 10:51:07
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Regulatory Developments in Risk Management: Restoring Confidence in Internal Modelsproposals include standardising models with a view to reducing complexity and enhancing comparability, significantly improving model validation and increasing transparency as to how model results are determined, also over time. The article reflects the personal views of the authors.Blazon 发表于 2025-3-27 23:01:53
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Model Risk in Incomplete Markets with JumpsIn an incomplete market setting, we also investigate the question of hedge quality when using hedging strategies from a (deliberately) misspecified model, for example, because the misspecified model is a simplified model where hedges are easily determined. An application to energy markets demonstrates the degree of model error.Malfunction 发表于 2025-3-28 07:22:17
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