Zobrazeno 1 - 4
of 4
pro vyhledávání: '"principle of pricing"'
We consider a one-period market model composed by a risk-free asset and a risky asset with $n$ possible future values (namely, a $n$-nomial market model). We characterize the lower envelope of the class of equivalent martingale measures in such marke
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2b34173c8e01c47f3503bc8ad5701a97
https://hdl.handle.net/11391/1538853
https://hdl.handle.net/11391/1538853
Autor:
Thomas A. Weber
Publikováno v:
Ural Mathematical Journal, Vol 2, Iss 2 (2016)
We provide a technique for constructing optimal multiattribute screening contracts in a general setting with one-dimensional types based on necessary optimality conditions. Our approach allows for type-dependent participation constraints and arbitrar
Externí odkaz:
https://doaj.org/article/45400fef14f8400787edc78b3de55c6c
Publikováno v:
International Journal of Fuzzy Systems. 19:1025-1031
In this paper we show that the possibilistic mean values produce computation results that may differ in a non trivial may from those obtained with the fuzzy extension principle. The evidence is carried out by comparing some examples derived from seve
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::86f74253a9aca01ca7d978ba9c59c874
https://doi.org/10.1007/s40815-017-0308-z
https://doi.org/10.1007/s40815-017-0308-z
Autor:
Dominique Bouf, Yves Crozet, Sophie MASSON, Pierre-Yves Péguy, Stéphanie Souche, Bjørnar Andreas Kvinge, Ioan Cuncev, Paola Cossu, Henning Tegner
Publikováno v:
HAL
Improverail aims are to further support the establishment of railway infrastructure management in accordance with Directive 91/440, as well as the new railway infrastructure directives, by developing the necessary tools for modelling the management o
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::43a39c706f15e9e2431960e89b835fdb
https://halshs.archives-ouvertes.fr/halshs-00142744
https://halshs.archives-ouvertes.fr/halshs-00142744