Zobrazeno 1 - 10
of 10
pro vyhledávání: '"Roman Horsky"'
Publikováno v:
Risks, Vol 10, Iss 12, p 221 (2022)
We develop a novel quantum algorithm for approximating the price of a discrete floating-strike Asian option based on an underlying valuation tree. The paths of the tree are encoded in bit-representation into a qubit register, where quantum state prep
Externí odkaz:
https://doaj.org/article/8cfd671769e64849960677e2c0034d8c
In this paper, we devise a stochastic asset–liability management (ALM) model for a life insurance company and analyze its influence on the balance sheet within a low-interest rate environment. In particular, a flexible procedure for the generation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::204df6c4c83492fc05775bb6e231fb32
https://publica.fraunhofer.de/handle/publica/437635
https://publica.fraunhofer.de/handle/publica/437635
ZusammenfassungUm die Möglichkeiten der Nutzung der Chancen-Risiko Klassen (CRK) für staatlich geförderte Altersvorsorgeprodukte durch die Produktinformationsstelle Altersvorsorge gGmbH (PIA) bei der Kundenberatung zu maximieren, entwickeln wir ei
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::12015f74d7db33ac8e2d4b3e4c95ccce
https://publica.fraunhofer.de/handle/publica/416065
https://publica.fraunhofer.de/handle/publica/416065
Publikováno v:
SSRN Electronic Journal.
In this paper we devise a general, stochastic asset-liability management model for life insurance companies, based on the work of Gerstner et al. (2008). While the basic concept and structure are similar, we expand their model and specify several asp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10b4a55c2e04537db1e6c2e10a5828bb
https://doi.org/10.2139/ssrn.3690251
https://doi.org/10.2139/ssrn.3690251
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 69, Iss 6, Pp 629-634 (2022)
The limited range of Milky Stork in its natural habitat, as well as in under captivity, makes it difficult to learn more about it. This paper aimed to examine the breeding biology of Milky Stork raised in captivity in the Zlín-Lešná Zoo in the Cze
Externí odkaz:
https://doaj.org/article/62452c6dbd7742629cf9f30dda3c5343
Autor:
Roman Horsky, Tilman Sayer
Publikováno v:
SSRN Electronic Journal.
In this article, we present an innovative hybrid model for the valuation of equity options. Our approach includes stochastic volatility according to Heston (1993) and features a stochastic interest rate that follows a three-factor short rate model ba
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6c08440cee6047d010046f4f0e45fc2e
https://doi.org/10.2139/ssrn.2456980
https://doi.org/10.2139/ssrn.2456980
Autor:
Tilman Sayer, Roman Horsky
Publikováno v:
International Journal of Theoretical and Applied Finance. 18:1550056
In this paper, we present an innovative hybrid model for the valuation of equity options. Our approach includes stochastic volatility according to Heston (1993) [Review of Financial Studies 6 (2), 327–343] and features a stochastic interest rate th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::33f49b981616e606d4b047518933afca
https://doi.org/10.1142/s0219024915500569
https://doi.org/10.1142/s0219024915500569
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 67, Iss 1, Pp 155-161 (2019)
The aim of the study was to supplement the original knowledge about the reproduction of one of four species of storks (Mycteria). The storks are classified by IUCN as endangered species with different degrees of extinction and their reproduction in h
Externí odkaz:
https://doaj.org/article/b03d63eb31c646ef86dcba048a6295e3
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 65, Iss 5, Pp 1601-1605 (2017)
The aim of the present study was focused on analysis of reproductive traits in the painted stork (Mycteria leucocephala). The analysis of partial reproductive traits was intended to complete the knowledge necessary for ensuring reproduction of the pa
Externí odkaz:
https://doaj.org/article/55d3a313023446caac902b5feb96f6d3
Publikováno v:
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Vol 61, Iss 6, Pp 1653-1659 (2013)
This study was focused on the monitoring of behaviour and complex social relationships existing among gelada (Theropithecus gelada) monkeys. The study involved a group of five males that were raised in captivity in the Zoo Zlín – Lešná. Ethologi
Externí odkaz:
https://doaj.org/article/b1742a5f3f264b33875eeb365a2dd7af