Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Walailuck Chavanasporn"'
Publikováno v:
Investment Management & Financial Innovations, Vol 7, Iss 2 (2010)
Externí odkaz:
https://doaj.org/article/8707a6a7c4044df79f9b990b3f503865
Publikováno v:
International Conference on Mathematical and Statistical Physics, Computational Science, Education, and Communication (ICMSCE 2022).
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5c92432b36802a5b1af420d2e27a8437
https://doi.org/10.1117/12.2675080
https://doi.org/10.1117/12.2675080
Publikováno v:
Far East Journal of Mathematical Sciences (FJMS). 100:1205-1214
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::55e9f6461c5594808bdc24e1065284e1
https://doi.org/10.17654/ms100081205
https://doi.org/10.17654/ms100081205
Publikováno v:
2016 8th International Conference on Information Technology and Electrical Engineering (ICITEE).
Investment in financial derivatives becomes popular around the world. In Thailand, the Thailand Futures Exchange (TFEX) which is a place where financial derivatives are traded has also been an attractive recently. One of the common question of invest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::57f7dfb9eb50eb86bff295d4585dcabe
https://doi.org/10.1109/iciteed.2016.7863257
https://doi.org/10.1109/iciteed.2016.7863257
Publikováno v:
Decisions in Economics and Finance. 35:75-89
In this article, we study the situation, where the opportunity is given to invest into a government-owned business by partial privatization to a private company. After payment of an initial installment cost, the private company’s investments are fl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fcbd2eb38fb3dfba12aefcdda2846a49
https://doi.org/10.1007/s10203-011-0115-1
https://doi.org/10.1007/s10203-011-0115-1
Publikováno v:
Computational Economics. 39:429-446
We introduce a numerical method to solve stochastic optimal control problems which are linear in the control. We facilitate the idea of solving two-point boundary value problems with spline functions in order to solve the resulting dynamic programmin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5fb17f4542d7672318e298b136d0bffb
https://doi.org/10.1007/s10614-011-9263-1
https://doi.org/10.1007/s10614-011-9263-1
Publikováno v:
SSRN Electronic Journal.
In this article, we study the situation, where by partial privatization a private company is given the opportunity to invest into a government owned business. After payment of an initial instalment cost, the private company's investments are flexible
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::88cf32378665c8daa07b60dc475f39e6
https://doi.org/10.2139/ssrn.1645005
https://doi.org/10.2139/ssrn.1645005
Publikováno v:
SSRN Electronic Journal.
We adapt the evolutionary stock market model from Evstigneev, Hens, Schenk-Hoppe (2006) to a continuous time framework, where uncer- tainty in dividends is produced by a single Wiener process. The setup is therefore significantly different from Yang
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::4de927abd465d4fe4b6f0cbb91cea502
https://doi.org/10.2139/ssrn.1096455
https://doi.org/10.2139/ssrn.1096455