使长胖
发表于 2025-3-28 18:27:22
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华而不实
发表于 2025-3-28 21:47:06
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男学院
发表于 2025-3-29 01:34:05
Optimal Execution of Derivatives: A Taylor Expansion Approach,m. To do so, we first use a Taylor expansion of the derivative with respect to the price of the underlying asset at time zero. We then use up to the second-order approximation to solve the mean-variance optimization problem.
沙发
发表于 2025-3-29 06:33:19
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犬儒主义者
发表于 2025-3-29 08:26:53
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教唆
发表于 2025-3-29 13:03:58
Infinite-Horizon Optimal Control Problems for Hybrid Switching Diffusions,eria and advanced criteria are examined, emphases are placed on the advanced criteria. This chapter is mainly concerned with the existence and characterizations of optimal control policies associated to different types of infinite-horizon control objectives. Conditions needed are given and results a
不合
发表于 2025-3-29 15:34:11
Fluid Approximations to Markov Decision Processes with Local Transitions, can be approximated by two of its deterministic and continuous analogues, namely, the standard fluid model and the refined fluid model, at least when the scaling parameter . grows large. We obtain the level of accuracy of such fluid approximations by showing that the absolute difference between the
Annotate
发表于 2025-3-29 23:10:06
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摊位
发表于 2025-3-30 03:21:43
Estimation of the Optimality Deviation in Discounted Semi-Markov Control Models,uming that the holding times distribution. is unknown, but it is possible to get an approximate distribution., such optimality deviation measures the quality of this approximation according if an optimal policy for the control model corresponding to. is still good for the original one determined for
民间传说
发表于 2025-3-30 06:44:14
A Direct Approach to the Solution of Optimal Multiple-Stopping Problems,a general one-dimensional diffusion process with fairly general reward functions at each decision time. A key aspect of the problem is the requirement that succeeding decisions be delayed by at least the length of time of a refraction period following a preceding decision. Using a conditioning argum