理学 >>> 数学 信息科学与系统科学 物理学 化学 天文学 地球科学总论 大气科学 地球物理学 地理学 地质学 水文学 海洋科学 生物学 科学技术史
搜索结果: 1-5 共查到理学 hedging相关记录5条 . 查询时间(0.013 秒)
The article focuses on weather derivatives with the aim to present the substance of weather derivatives as relatively new financial products and to discuss their advantages and disadvantages when bein...
This paper consists of two parts. In the first part, by building on the work of Jouini and Kallal in [26], Sch¨urger in [37], Frittelli in [15], Pham and Touzi in [34] and Napp in [33], we prove the ...
Hedging under arbitrage     arbitrage  delta hedging       2010/4/27
It is shown that delta hedging provides the optimal trading strategy in terms of minimal required initial capital to replicate a given terminal payoff in a continuous-time Markovian context. This hold...
We analyze the errors arising from discrete readjustment of the hedging portfolio when hedging options in exponential Levy models, and establish the rate at which the expected squared error goes to ze...
We consider a Poisson process $\eta$ on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure $\lambda$ ...

中国研究生教育排行榜-

正在加载...

中国学术期刊排行榜-

正在加载...

世界大学科研机构排行榜-

正在加载...

中国大学排行榜-

正在加载...

人 物-

正在加载...

课 件-

正在加载...

视听资料-

正在加载...

研招资料 -

正在加载...

知识要闻-

正在加载...

国际动态-

正在加载...

会议中心-

正在加载...

学术指南-

正在加载...

学术站点-

正在加载...