Results 71 to 80 of about 14,688,294 (200)

Analysis on Working Time Coefficient and Energy Efficiency Evaluation of Small Assembly Cold Storage for Fruit and Vegetables

open access: yesZhileng xuebao, 2018
Experiments were performed over the steady running period of assembly cold storage, and the working and stopping time of the refrigerating unit was tested under different environmental temperatures.
Zhang Qiuyu, Zang Runqing
doaj  

From the decompositions of a stopping time to risk premium decompositions*

open access: yesESAIM: Proceedings and Surveys, 2017
The occurrence of some events can impact asset prices and produce losses. The amplitude of these losses are partly determined by the degree of predictability of those events by the market investors, as risk premiums build up in an asset price as a ...
Coculescu Delia
doaj   +1 more source

REMARKS ON A STOPPING TIME [PDF]

open access: yesProceedings of the National Academy of Sciences, 1968
Starr, N., Woodroofe, M. B.
openaire   +3 more sources

Improved Sequential Stopping Rule for Monte Carlo Simulation [PDF]

open access: yes, 2008
This letter presents an improved result on the negative-binomial Monte Carlo technique analyzed in a previous paper (L. Mendo and J. M. Hernando, ``A simple sequential stopping rule for Monte Carlo simulation,'' IEEE Trans. Commun., vol. 54, no.
Hernando Rábanos, José María   +1 more
core   +1 more source

Random Stopping Times in Stopping Problems and Stopping Games

open access: yes, 2012
Three notions of random stopping times exist in the literature. We introduce two concepts of equivalence of random stopping times, motivated by optimal stopping problems and stopping games respectively. We prove that these two concepts coincide and that the three notions of random stopping times are equivalent.
Solan, Eilon   +2 more
openaire   +2 more sources

Iterative construction of the optimal Bermudan stopping time

open access: yes, 2006
We present an iterative procedure for computing the optimal Bermudan stopping time, hence the Bermudan Snell envelope. The method produces an increasing sequence of approximations of the Snell envelope from below, which coincide with the Snell envelope ...
Anastasia Kolodko   +3 more
core   +1 more source

Understanding Long-term Remission Off Therapy in Antineutrophil Cytoplasmic Antibody-Associated Vasculitis

open access: yesKidney International Reports, 2019
Introduction: In antineutrophil cytoplasmic antibody-associated (ANCA) vasculitis, relapse risk and long-term immunosuppressive therapy are problematic. Stopping immunotherapy has not been well described.
Susan L. Hogan   +7 more
doaj   +1 more source

Discounted Optimal Stopping for Maxima in Diffusion Models with Finite Horizon [PDF]

open access: yes
We present a solution to some discounted optimal stopping problem for the maximum of a geometric Brownian motion on a finite time interval. The method of proof is based on reducing the initial optimal stopping problem with the continuation region ...
Pavel V. Gapeev
core  

Exercise strategies for American exotic options under ambiguity [PDF]

open access: yes, 2009
Chudjakow T, Vorbrink J. Exercise strategies for American exotic options under ambiguity. Working Papers. Institute of Mathematical Economics. Vol 421.
Chudjakow, Tatjana, Vorbrink, Jörg
core  

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