"An Asymptotic Expansion Scheme for the Optimal Investment Problems" [PDF]
We shall propose a new computational scheme for the evaluation of the optimal portfolio for investment.Our method is based on an extension of the asymptotic expansion approach which has been recently developed for pricing problems of the contingent ...
Nakahiro Yoshida, Akihiko Takahashi
core
A Scalable and Resource‐Efficient Pipelined p‐Computer for Probabilistic Ising Machines
Advanced Intelligent Systems, EarlyView.(a) Block diagram of the portfolio optimization problem: given M assets, the goal is to determine the optimal weights w that maximize the expected return (based on the mean historical assets return u), while minimizing the risk, quantified by the assets covariance matrix S.
Deborah Volpe +9 more
wiley +1 more source
Современная математика: Фундаментальные направленияWe construct the first terms of the formal asymptotic expansion in a small parameter of the solution to the Cauchy problem with ``narrow cap'' initial conditions for a singularly perturbed system of wave equations in the critical case.
A. V. Nesterov
doaj +1 more source
Accounting for animal health in efficiency analysis: An application to Swedish dairy farms
American Journal of Agricultural Economics, EarlyView.Abstract Poor animal health is a central concern in modern livestock production. Despite the necessity to incorporate animal health in efficiency analysis, the theoretical and empirical developments are limited on this subject. This article appropriately characterizes the axiomatic properties of animal health within a production framework.
Frederic Ang +3 more
wiley +1 more source
Naive asymptotic expansion of the water wave generated by a slowly moving body
, 1985 It is pointed out that the naive asymptotic expansion does not satisfy all the body boundary condition. A nonhomogeneous body boundary condition is obtained from this expansion. It is this condition that the additional wave term must satisfy.
陈嗣熊
core +2 more sources
Asymptotic Power Series of Field Correlators
Acta Polytechnica, 2010 We address the problem of ambiguity of a function determined by an asymptotic perturbation expansion. Using a modified form of theWatson lemma recently proved elsewhere, we discuss a large class of functions determined by the same asymptotic power ...
I. Caprini, J. Fischer, I. Vrkoč
doaj
"An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates" [PDF]
This paper proposes an asymptotic expansion scheme of currency options with a libor market model of interest rates and stochastic volatility models of spot exchange rates.
Kohta Takehara, Akihiko Takahashi
core
American Journal of Agricultural Economics, EarlyView.Abstract Large‐scale land reforms constitute a substantial redistribution of wealth and reallocation of agricultural land, which is a major form of asset and production input in developing countries. While land redistribution (from the rich to the poor) remains a highly controversial issue, extensive evidence on its effect is limited.
Devashish Mitra +3 more
wiley +1 more source
A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in "International Journal of Theoretical and Applied Finance". ) [PDF]
This paper develops a general approximation scheme, henceforth called a hybrid asymptotic expansion scheme for the valuation of multi-factor European path-independent derivatives.
Kohta Takehara, Akihiko Takahashi
core
The role of venture‐financed startups in innovation for US agriculture
American Journal of Agricultural Economics, EarlyView.Abstract To evaluate the role played by startup companies in the innovation ecosystem of US agriculture, we compile a unique dataset of 6024 new entrants founded 1987–2019 that details their financing lifecycles, annual economic performance, and patenting activities.
Gregory D. Graff +2 more
wiley +1 more source