188宝金博页面版

  • 图案背景
  • 纯色背景
视图
标记
批注
批注本地保存成功，开通会员云端永久保存 去开通
1235588666..

上传于：2016-02-17

粉丝量：42

大学计算机专业，现电脑城有自己的修理店面！会原创计算机PPT


  • 相关
  • 目录
  • 笔记
  • 书签

188宝金博页面版:更多相关文档

  • Orlicz混合仿射槲皮素 Orlicz Mixed Affine Quermassintegrals

    星级： 12 页

  • Orlicz mixed affine quermassintegrals

    星级： 8 页

  • Dual Orlicz Mixed Affine Quermassintegrals

    星级： 13 页

  • Orlicz Dual Mixed Volumes

    星级： 12 页

  • On the Dual Orlicz Mixed Volumes

    星级： 8 页

  • 赋Orlicz范数Orlicz空间CkR性质

    星级： 53 页

  • Orlicz

    星级： 7 页

  • Mixed affine surface area

    星级： 10 页

  • Dual Orlicz Affine Surface Area 优先出版

    星级： 5 页

  • Orlicz空间研究的进展(Ⅱ)――Orlicz空间的应用

    星级： 6 页

  • 赋Orlicz范数的Orlicz空间的CkR性质

    星级： 50 页

  • 赋广义Orlicz范数的Orlicz空间的强端点

    星级： 6 页

  • 赋广义orlicz范数orlicz序列空间的h性质

    星级： 3 页

  • 赋广义 Orlicz 范数 Orlicz 函数空间的H点

    星级： 5 页

  • 赋广义Orlicz范数的Orlicz空间的端点

    星级： 5 页

暂无目录

点击鼠标右键菜单,创建目录

    暂无笔记

    选择文本，点击鼠标右键菜单，添加笔记

    暂无书签

    在左侧文档中，点击鼠标右键，添加书签

    188宝金博页面版: Orlicz mixed affine quermassintegrals

    下载积分： 2500

    内容提示： Chapter 32Minimum Regret Pricing of Contingent Claimsin Incomplete MarketsC. Kountzakis, S.Z. Xanthopoulos, and A.N. YannacopoulosAbstract In this paper we propose a contingent claim pricing scheme between twocounterparties in an incomplete one period market. According to our approach thetwo counterparties of a non-marketed contingent claim select a pair of pricing ker-nels, in order to agree on a commonprice, by minimizing their joint regret function,which quantifies the departure from their initial belie...

    文档格式：PDF | 页数：26 | 浏览次数：618 | 上传日期：2016-02-17 09:30:38 | 文档星级：
    Chapter 32Minimum Regret Pricing of Contingent Claimsin Incomplete MarketsC. Kountzakis, S.Z. Xanthopoulos, and A.N. YannacopoulosAbstract In this paper we propose a contingent claim pricing scheme between twocounterparties in an incomplete one period market. According to our approach thetwo counterparties of a non-marketed contingent claim select a pair of pricing ker-nels, in order to agree on a commonprice, by minimizing their joint regret function,which quantifies the departure from their initial beliefs. The joint regret function isa convex combination of entropy-like or norm-dependent functionals. The relevantoptimization problem is posed in terms of a partially finite convex programmingproblem in the space of pricing kernels.32.1 IntroductionA main strand of the existing literature on incomplete markets has been devoted tothe problem of pricing contingent claims, provided that the basic market structureis given (see for example [1] and references within). The main findings of this lit-erature is that in an incomplete market the price map (pricing kernel) is not unique,therefore leading to a whole range of arbitrage free prices for a contingent claim.By now there are well established methods to find this range of prices, however,it is still unclear how one of these prices is eventually selected. Clearly, additionalcriteria are needed in order to select a particular price out of the range of all possibleprices.C. Kountzakis ( B ) and S.Z. XanthopoulosDepartment of Statistic and Actuarial-Financial Mathematics, University of the Aegean,Karlovassi, 83200 Samos, Greecee-mail: chrkoun@aegean.gr, sxantho@aegean.grA.N. YannacopoulosDepartment of Statistics, Athens University of Economics and Business, Patission 76, 10434Athens, Greecee-mail: ayannaco@aueb.grM.M. Peixoto et al. (eds.), Dynamics, Games and Science I, Springer Proceedingsin Mathematics 1, DOI 10.1007/978-3-642-11456-4 32,c ? Springer-Verlag Berlin Heidelberg 2011503

    阅读了该文档的用户还阅读了这些文档

    188宝金博页面版:关于我们

    188宝金博页面版:帮助中心

    188宝金博页面版:关注我们

    • 新浪微博

    关注188宝金博页面版公众号

    188宝金博页面版
    阅读
    APP
    阅读
    返回
    顶部
    188宝金博页面版官网登录在线平台入口（2026已更新）—江苏协昌电子科技股份有限公司