Zobrazeno 1 - 8
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pro vyhledávání: '"learning option"'
Publikováno v:
Mathematics, Vol 8, Iss 12, p 2213 (2020)
Blockchain technology has demonstrated huge potential in providing simplicity and efficiency for different industries. However, its implementation in the automotive and aerospace industry is quite slow because of its difficulty to show value creation
Externí odkaz:
https://doaj.org/article/50ca71f75d4e47cdb5b05722f0642708
Autor:
LUCAS MESZ
[pt] Esta pesquisa modela a estratégia exploratória sequencial de prospectos de óleo e gás em diferentes níveis de incerteza. Considera a consolidação da carteira pelo conceito de revelação da informação e as vantagens do uso da teoria do
Publikováno v:
riUAL. Repositorio Institucional de la Universidad de Almería
Universidad de Almería
Mathematics, Vol 8, Iss 2213, p 2213 (2020)
Mathematics
Volume 8
Issue 12
Universidad de Almería
Mathematics, Vol 8, Iss 2213, p 2213 (2020)
Mathematics
Volume 8
Issue 12
Blockchain technology has demonstrated huge potential in providing simplicity and efficiency for different industries. However, its implementation in the automotive and aerospace industry is quite slow because of its difficulty to show value creation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::11fafc529bda646ca2abd37b58a330dd
http://hdl.handle.net/10835/9176
http://hdl.handle.net/10835/9176
Akademický článek
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Autor:
Eugen Kov, Jakub Steiner
Publikováno v:
Kovac, E & Steiner, J 2013, ' Reversibility in Dynamic Coordination Problems ', Games and Economic Behavior, vol. 77, no. 1, 1, pp. 298-320 . https://doi.org/10.1016/j.geb.2012.10.014
Kovac, E & Steiner, J 2008 ' Reversibility in Dynamic Coordination Problems ' ESE Discussion Papers, no. 183 .
Kovac, E & Steiner, J 2008 ' Reversibility in Dynamic Coordination Problems ' ESE Discussion Papers, no. 183 .
Agents at the beginning of a dynamic coordination process (1) are uncertainabout actions of their fellow players and (2) anticipate receiving strategicallyrelevant information later on in the process. In such environments, the(ir)reversibility of ear
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::531bef1494d1ff6c39fcc37aa2bd4d4d
https://doi.org/10.1016/j.geb.2012.10.014
https://doi.org/10.1016/j.geb.2012.10.014
Publikováno v:
The Journal of Computational Finance. 4:83-107
In this paper the authors present a new option pricing scheme which deals with non constant volatility for the price of the underlying asset. The main feature, of the proposed pricing scheme, consists of exploiting recent developments, about Bayesian
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::204319569ded0babbbb47fd930073abb
https://doi.org/10.21314/jcf.2000.053
https://doi.org/10.21314/jcf.2000.053
Autor:
Oleg Bondarenko
Publikováno v:
Quarterly Journal of Finance. :1450015
This paper studies the "overpriced puts puzzle" — the finding that historical prices of the S&P 500 put options have been too high and incompatible with the canonical asset-pricing models. To investigate whether put returns could be rationalized by
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a33ad9b043010486124acd01a430a69c
https://doi.org/10.1142/s2010139214500153
https://doi.org/10.1142/s2010139214500153
Akademický článek
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