水土
发表于 2025-3-26 22:42:00
,Long Time Growth Optimal Portfolio with Transaction Costs,oportional plus proportional to the volume of transaction are considered. An obligatory diversification is imposed, which allows the process of portions of capital invested in assets to be ergodic. Existence of solutions to suitable Bellman equations is proved and the form of optimal strategies is s
maculated
发表于 2025-3-27 05:05:08
On the Approximation of Geometric Fractional Brownian Motion,theorem by Gaigalas and Kaj in (Bernoulli 9:671–703, .). We analyze the central limit theorem of Gaigalas and Kaj from the point of view of semimartingale limit theorems to have a better understanding of the arbitrage in the limit model. With this approximation we associate the corresponding pricing
金丝雀
发表于 2025-3-27 07:44:35
Optimality and Risk - Modern Trends in Mathematical FinanceThe Kabanov Festschr
幼儿
发表于 2025-3-27 11:41:13
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类似思想
发表于 2025-3-27 15:29:25
On the Extension of the Namioka-Klee Theorem and on the Fatou Property for Risk Measures,r structure in .—.—that enables the simplified representation. One main application of these results leads to the study of convex risk measures defined on Orlicz spaces and of their dual representation.
CLEAR
发表于 2025-3-27 19:07:51
Christopher Hill,Chia-Yi Lin,Hsin Yuan Laistructures (“torus”, “two-measured circulant”, “hypercube”) with faulty elements (processor nodes and links) is investigated. It is shown that: 1) onemeasured program structures mapped better than two-measured structures; 2) when failures are injected to the DCS structure the one-measured structures
实施生效
发表于 2025-3-28 00:45:43
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修饰
发表于 2025-3-28 03:14:06
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是剥皮
发表于 2025-3-28 06:29:48
Paul Seniorory in a network from repeated geodetic data. This is known as the problem of kinematic adjustment of geodetic deformation networks..There have been different approaches to this problem. One is based on the separate adjustments of the network for each epoch, assuming that the geodetic network during
慢跑
发表于 2025-3-28 11:46:57
Wolfgang Preefamous scientists for which they are actually not known.ProvFeatures 25 different scientists and the ideas which may not have made them famous, but made history….Typically, we remember our greatest scientists from one single invention, one new formula or one incredible breakthrough. This narrow pers