预兆好 发表于 2025-3-26 22:37:18
Dynamic Management of Portfolios with Transaction Costs under Tychastic Uncertainty,on costs in the framework of tychastic control systems (or dynamical games against nature) instead of stochastic control systems. Indeed, the very definition of the guaranteed valuation set can be formulated directly in terms of guaranteed viable-capture basin of a dynamical game..Hence, we shall “c表主动 发表于 2025-3-27 03:04:47
http://reply.papertrans.cn/67/6692/669110/669110_32.png易受骗 发表于 2025-3-27 06:23:41
A Finite Element Method for Two Factor Convertible Bonds,f lines to decouple the State variables and the temporal discretizations. The State variables discretization is carried out by means of bilinear finite elements. For the temporal discretization we use an implicit-explicit Runge — Kutta method. Some numerical experiments are presented.表脸 发表于 2025-3-27 10:47:07
http://reply.papertrans.cn/67/6692/669110/669110_34.png奇怪 发表于 2025-3-27 16:00:56
http://reply.papertrans.cn/67/6692/669110/669110_35.pngBenzodiazepines 发表于 2025-3-27 20:48:51
http://reply.papertrans.cn/67/6692/669110/669110_36.png雄伟 发表于 2025-3-27 23:40:08
http://reply.papertrans.cn/67/6692/669110/669110_37.png你不公正 发表于 2025-3-28 03:31:07
http://reply.papertrans.cn/67/6692/669110/669110_38.png和平主义者 发表于 2025-3-28 08:59:52
Portfolio Selection with Skewness,ses a modification which leads to portfolios with improved characteristics. The model is then used to analyze the potential for put options to increase the skewness of portfolios. This strategy is tested with historical returns on a portfolio of TSE stocks. Compared to the Konno et al. (1993) approaBOLT 发表于 2025-3-28 12:08:32
http://reply.papertrans.cn/67/6692/669110/669110_40.png