Offstage
发表于 2025-3-23 11:49:37
Pricing Multiple Exercise American Options by Linear Programming,non-recombinant tree model with multiple exercise rights. We prove using a simple argument that an optimal exercise policy for an option with . exercise rights is to delay exercise until the last . periods. The result implies that the mixed-integer programming model for computing the lower hedging p
脱离
发表于 2025-3-23 15:30:09
http://reply.papertrans.cn/71/7029/702878/702878_12.png
incisive
发表于 2025-3-23 18:50:19
Stabilizing Implementable Decisions in Dynamic Stochastic Programming,narios to represent the underlying path probability distribution. This represents a tentative solution to the problems first identified in our companion paper (Dempster et al., A comparative study of sampling methods for stochastic programming, forthcoming). Conventional approaches to such problems
insurrection
发表于 2025-3-23 22:29:54
http://reply.papertrans.cn/71/7029/702878/702878_14.png
令人发腻
发表于 2025-3-24 02:59:05
http://reply.papertrans.cn/71/7029/702878/702878_15.png
A保存的
发表于 2025-3-24 06:40:23
Optimal Financial Decision Making Under Uncertainty,ns included in this volume and a related special issue of OR Spectrum. We do not aim at providing readers with an exhaustive survey, rather we focus on a limited but significant set of modeling and methodological issues. The framework is based on a benchmark discrete-time stochastic control optimiza
Leaven
发表于 2025-3-24 10:55:38
Leonard MacLean,Yonggan Zhaonahmen, welche den Geländegrundriß bis auf den Maßstab und den Einfluß systematischer Verzerrungen richtig wiedergeben. Abbildungen kleineren Maßstabes (unter . 1: 10000) dienen mehr allgemein wirtschaftlichen, militärischen, geographischen sowie Übersichtszwecken und werden als Karten bezeichnet, w
女歌星
发表于 2025-3-24 17:58:16
http://reply.papertrans.cn/71/7029/702878/702878_18.png
Acetabulum
发表于 2025-3-24 20:39:40
http://reply.papertrans.cn/71/7029/702878/702878_19.png
PAC
发表于 2025-3-25 01:29:17
http://reply.papertrans.cn/71/7029/702878/702878_20.png