Results 31 to 40 of about 300,139 (276)
Option Pricing and Hedging with Small Transaction Costs [PDF]
, 2012 An investor with constant absolute risk aversion trades a risky asset with general It\^o-dynamics, in the presence of small proportional transaction costs.
Kallsen, Jan, Muhle-Karbe, Johannes
core +1 more source
MATHEMATICAL DYNAMIC MODEL FOR "GREEN FINANCE" SUSTAINABLE GROWTH [PDF]
Proceedings on Engineering Sciences, 2019 The way a financially sustainable growth in a country affects the environment protection, energy efficiency and the social issues there is study. Financial decisions that take into account their long-term social, energy and environmental consequences ...
Alina Steblyanskaya +2 more
doaj +1 more source
A brief history of mathematics in finance
Borsa Istanbul Review, 2014 In the list of possible scapegoats for the recent financial crises, mathematics, in particular mathematical finance has been ranked, without a doubt, as the first among many and quants, as mathematicians are known in the industry, have been blamed for ...
Erdinç Akyıldırım, Halil Mete Soner
doaj +1 more source
Sensors, 2016 For practical deployment of wireless sensor networks (WSN), WSNs construct clusters, where a sensor node communicates with other nodes in its cluster, and a cluster head support connectivity between the sensor nodes and a sink node.
JongHyup Lee, Dohyun Pak
doaj +1 more source
Continuous Time Portfolio Selection under Conditional Capital at Risk
Journal of Probability and Statistics, 2010 Portfolio optimization with respect to different risk measures is of interest to both practitioners and academics. For there to be a well-defined optimal portfolio, it is important that the risk measure be coherent and quasiconvex with respect to the ...
Gordana Dmitrasinovic-Vidovic +3 more
doaj +1 more source
ScanAT: Identification of Bytecode-Only Smart Contracts With Multiple Attribute Tags
IEEE Access, 2019 Smart contracts on blockchain systems implement business logic and directly handle important assets. Although smart contracts play these critical roles, it is hard for users interacting with the system to understand the real behavior of the deployed ...
Yuntae Kim, Dohyun Pak, Jonghyup Lee
doaj +1 more source
Frontiers in Ecology and Evolution, 2023 The pluralism of stakeholders in PPP project for water environmental governance and the complex interrelationship among stakeholders are the important factors affecting social stability risk.
Wenke Wang +5 more
doaj +1 more source
Inflation Protected Investment Strategies
Risks, 2016 In this paper, a dynamic inflation-protected investment strategy is presented, which is based on traditional asset classes and Markov-switching models.
Mirco Mahlstedt, Rudi Zagst
doaj +1 more source
IET Control Theory & Applications, 2021 This paper addresses the problem of uncertain fuzzy intermittent extended dissipative control to stabilize the flexible spacecraft (FS). However, to the systems with actuator random failures, input saturation and Bernoulli stochastic distribution by ...
Kui Ding, Quanxin Zhu
doaj +1 more source
Informational Updates and the Derivative Pricing Kernel
AppliedMathIt is common in financial markets for market makers to offer prices on derivative instruments even though they are uncertain about the underlying asset’s value. This paper studies the mathematical problem that arises as a result.
Ayan Bhattacharya
doaj +1 more source