Lumbar-Stenosis
发表于 2025-3-25 06:12:37
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degradation
发表于 2025-3-25 07:50:42
Supply Portfolio Selection and Execution with Demand Information Updates,a buyer’s decision on selecting sourcing mix from among a group of suppliers. We develop a framework for optimal supply portfolio selection and execution. Further, we demonstrate that the optimal portfolio selection follows a base-stock policy and the option execution follows a modified base-stock p
HAUNT
发表于 2025-3-25 13:23:47
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moribund
发表于 2025-3-25 15:56:20
Pricing American Put Options Using Stochastic Optimization Methods,wnian motion. The switching process represents macro market states such as market trends, interest rates, etc. The solutions of pricing American options may be characterized by certain threshold values. Here, we show how one can use a stochastic approximation (SA) method to determine the optimal thr
独特性
发表于 2025-3-25 23:53:42
Optimal Portfolio Application with Double-Uniform Jump Model,sing parameter estimation for the market in one phase and then applying the resulting model to a stochastic optimal portfolio application in a second phase. The new developments are the use of double-uniform jump-amplitude distributions and time-varying market parameters, introducing more realism in
腐蚀
发表于 2025-3-26 03:10:33
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poliosis
发表于 2025-3-26 06:54:21
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prick-test
发表于 2025-3-26 12:00:25
Hedging Options with Transaction Costs,cept of a viscosity solution to describe the indirect utility function. A numerical scheme is proposed to compute the indirect utility function. This in turn enables the asking price for an option to be computed.
网络添麻烦
发表于 2025-3-26 15:58:55
Pricing American Put Options Using Stochastic Optimization Methods,gence methods and martingale averaging techniques. The proposed approach provides us with a viable computational approach, and has advantage in terms of the reduced computational complexity compared with the variational or quasi-variational inequality approach for optimal stopping.
LAITY
发表于 2025-3-26 17:26:01
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