Results 141 to 150 of about 6,296 (170)

Predicting oxytocin binding dynamics in receptor genetic variants through computational modeling. [PDF]

open access: yesNPJ Womens Health
Dubey P   +10 more
europepmc   +1 more source

The Harrison–Pliska arbitrage pricing theorem under transaction costs

Journal of Mathematical Economics, 2001
This paper proposes another approach, a geometric formalism involving polyhedral and dual cones, to derive an arbitrage pricing theorem with a finite-time setting with a finite probability space, extending thereby the seminal result of \textit{J. M. Harrison} and \textit{S. R. Pliska} [Stochastic Processes Appl.
Kabanov, Yu. M., Stricker, Ch.
openaire   +1 more source

Pliska

Antiquity, 1939
West of the Provadia hills in Bulgaria is the valley of Shumen. The northern part of this valley belongs to the basin of the Provadia river, the southern to that of the river Kamtchia. The present railway line from Shumen to Kaspitchan serves as an ideal boundary between these two regions, but the two valleys are best known because of two historical ...
openaire   +1 more source

No-Arbitrage and Equivalent Martingale Measures: An Elementary Proof of the Harrison–Pliska Theorem

Theory of Probability & Its Applications, 1995
The authors give a new proof of Harrison-Pliska's theorem [see \textit{R. C. Dalang}, \textit{A. Morton} and \textit{W. Willinger}, Stochastics Stochastics Rep. 29, No. 2, 185-201 (1990; Zbl 0694.90037)]. In this theorem it is shown that no-arbitrage is equivalent to the existence of the probability measure \(Q\) which is absolutely continuous with ...
Kabanov, Yu. M., Kramkov, D. O.
openaire   +2 more sources

PORTFOLIO MANAGEMENT WITH TRANSACTION COSTS: AN ASYMPTOTIC ANALYSIS OF THE MORTON AND PLISKA MODEL

Mathematical Finance, 1995
We examine the Morton and Pliska (1993) model for the optimal management of a portfolio when there are transaction costs proportional to a fixed fraction of the portfolio value. We analyze this model in the realistic case of small transaction costs by conducting a perturbation analysis about the no‐transaction‐cost solution.
Atkinson, C., Wilmott, P.
openaire   +2 more sources

To Pliska: from the Ongal through Varna

2021
After being successful against the Arabs, the Byzantine emperor Constantine V Kopronymos settled Syrians and Armenians in Thrace and refused to pay the tax. In response, the Bulgarians marched to Constantinople in 756. Then Constantine V ships attacked the Bulgarian Ongal (“water center”) with 500 and burned the land. In the following years he attacked
openaire   +1 more source

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