极端的正确性
发表于 2025-3-25 06:54:14
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分期付款
发表于 2025-3-25 09:30:46
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Endometrium
发表于 2025-3-25 12:55:17
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恸哭
发表于 2025-3-25 19:34:18
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燕麦
发表于 2025-3-25 23:41:39
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GULF
发表于 2025-3-26 02:08:29
Moving Least Squares for Arbitrage-Free Price and Volatility Surfaces,e. To avoid mis-pricing and arbitrage strategies, the approximation must be arbitrage free. Based on the moving least squares (MLS) reconstruction, a numerical approach is presented in this paper to compute arbitrage-free surfaces which approximate observed market data.
完整
发表于 2025-3-26 07:32:03
Solving Impulse-Control Problems with Control Delays,s. Moving boundary methods are a class of computational methods that have been developed recently to solve such free boundary problems. The goal of this paper is to provide a detailed description of the methodology. We specifically focus on stochastic impulse-control problems which arise when the co
希望
发表于 2025-3-26 12:04:12
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袭击
发表于 2025-3-26 15:25:51
American Option Pricing Using Simulation and Regression: Numerical Convergence Results,nsider such methods and we examine numerically their convergence properties. We first consider the Least Squares Monte-Carlo (LSM) method of (Longstaff and Schwartz, Rev. Financ. Stud., 14:113–147, 2001) and report convergence rates for the cross-sectional regressions as well as for the estimated pr
虚弱的神经
发表于 2025-3-26 19:57:03
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