HABIT
发表于 2025-3-21 16:57:13
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长矛
发表于 2025-3-21 23:25:47
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RAGE
发表于 2025-3-22 02:28:18
Theoretical Foundationsilibrium arguments; the Capital Asset Pricing Model is one such model. Next we move to pricing methods particularly suitable for derivative assets (like options and futures contracts). These methods rest on a market structure that is sufficiently complete in that replicating portfolios are readily a
悠然
发表于 2025-3-22 05:05:31
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抵消
发表于 2025-3-22 10:22:26
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专横
发表于 2025-3-22 15:51:50
Valuation of Energy Assets: A Single Risk Factorsk factors. Along the way we discuss the numerical results and shed light on causality relations among the variables. We also undertake several comparisons between homologous scenarios as an initially deterministic variable turns into stochastic. In particular we assess how the change affects both v
遗留之物
发表于 2025-3-22 20:56:21
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Hallmark
发表于 2025-3-22 21:15:48
Valuation of Energy Assets: Three Risk Factorsof the three volatilities, on the other. The second case concerns a coal-fired station when coal, electricity, and carbon prices evolve stochastically over time. As usual, numerical estimates of the underlying parameters in the three commodity price processes have been computed from futures prices.
谦卑
发表于 2025-3-23 01:45:07
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比目鱼
发表于 2025-3-23 08:31:26
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