Zobrazeno 1 - 10
of 49
pro vyhledávání: '"Bihary, Zsolt"'
Publikováno v:
In Finance Research Letters October 2024 68
Autor:
Bihary, Zsolt, Víg, Attila András
We propose a heterogeneous agent market model (HAM) in continuous time. The market is populated by fundamental traders and chartists, who both use simple linear trading rules. Most of the related literature explores stability, price dynamics and prof
Externí odkaz:
http://arxiv.org/abs/1902.09999
We introduce a dynamic principal-agent model to understand the nature of contracts between an employer and an independent gig worker. We model the worker's self-respect with an endogenous backward-looking participation constraint; he accepts a job of
Externí odkaz:
http://arxiv.org/abs/1902.10021
Autor:
Szabó, Dávid Zoltán1 (AUTHOR) davidzoltan.szabo@uni-corvinus.hu, Bihary, Zsolt1 (AUTHOR)
Publikováno v:
Central European Journal of Operations Research. Jun2023, Vol. 31 Issue 2, p393-415. 23p.
Publikováno v:
EPJ B 85(2):51 11p (2012)
We explore the possibilities of importance sampling in the Monte Carlo pricing of a structured credit derivative referred to as Collateralized Debt Obligation (CDO). Modeling a CDO contract is challenging, since it depends on a pool of (typically abo
Externí odkaz:
http://arxiv.org/abs/1105.5416
Akademický článek
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Publikováno v:
Studies in Economics and Finance, 2018, Vol. 35, Issue 1, pp. 153-162.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/SEF-03-2016-0056
Publikováno v:
Chem. Phys. Lett. 360, 459 (2002)
Time-Frequency Resolved Coherent Anti-Stokes Raman Scattering (TFRCARS) was recently proposed as a means to implement quantum logic using the molecular ro-vibrational manifold as a quantum register [R. Zadoyan et al., Chem. Phys. 266, 323 (2001)]. We
Externí odkaz:
http://arxiv.org/abs/quant-ph/0110041
Publikováno v:
Chemical Physics 268, 35-53 (2001)
A central problem in the theory of the dynamics of open quantum systems is the derivation of a rigorous and computationally tractable master equation for the reduced system density matrix. Most generally, the evolution of an open quantum system is de
Externí odkaz:
http://arxiv.org/abs/cond-mat/0011204
Publikováno v:
In Finance Research Letters August 2017 22:30-34