炸弹 发表于 2025-3-21 16:20:21
书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue影响因子(影响力)<br> http://figure.impactfactor.cn/if/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue影响因子(影响力)学科排名<br> http://figure.impactfactor.cn/ifr/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue网络公开度<br> http://figure.impactfactor.cn/at/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue网络公开度学科排名<br> http://figure.impactfactor.cn/atr/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue被引频次<br> http://figure.impactfactor.cn/tc/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue被引频次学科排名<br> http://figure.impactfactor.cn/tcr/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue年度引用<br> http://figure.impactfactor.cn/ii/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue年度引用学科排名<br> http://figure.impactfactor.cn/iir/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue读者反馈<br> http://figure.impactfactor.cn/5y/?ISSN=BK0878139<br><br> <br><br>书目名称Stochastic Processes, Optimization, and Control Theory: Applications in Financial Engineering, Queue读者反馈学科排名<br> http://figure.impactfactor.cn/5yr/?ISSN=BK0878139<br><br> <br><br>不遵守 发表于 2025-3-21 22:21:58
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Supply Portfolio Selection and Execution with Demand Information Updates,ion. Further, we demonstrate that the optimal portfolio selection follows a base-stock policy and the option execution follows a modified base-stock policy. We also develop the structural properties of the optimal policy with respect to option contracts and inventories.抛射物 发表于 2025-3-22 07:43:42
TCP-AQM Interaction: Periodic Optimization via Linear Programming,blem, and we find this solution using a linear programming approach. We show that depending on the choice of the utility function for the sending rate, the optimal control is either periodic or steady state.Dealing 发表于 2025-3-22 10:48:32
Extended Generators of Markov Processes and Applications,ses and corresponding martingale process is also provided. A controlled martingale problem is examined. Suitable version of Bellman’s optimality equations are introduced, and the corresponding verification theorem, which extends the classical optimality results for continuous time and discrete time controls, is established.工作 发表于 2025-3-22 13:00:06
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A Regime-Switching Model for European Options,to compute the pricing formula, using a successive approximation scheme with a geometric rate of convergence. Using numerical examples of simple, two- or three-state Markov chain models, we are able to demonstrate the presence of the volatility smile and volatility term structure.招募 发表于 2025-3-23 07:40:23
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