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Strategic Trading in Illiquid Markets
Mönch, Burkart (contributor) - 2005
liquidity. The framework generalizes existing models by introducing a stochastic liquidity factor. The flexibility of the … framework is illustrated by an application that deals with the pricing of a liquidity derivative. The second chapter focuses on …
Persistent link: https://www.econbiz.de/10014013991
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Preise in Finanzmärkten : Replikation und verallgemeinerte Diskontierung
Kremer, Jürgen - 2017
Teil I: Replikation und verallgemeinerte Diskontierung: Ein-Perioden-Modelle -- Mehr-Perioden-Modelle -- Optionen, Futures und andere Derivate -- Teil II: Stochastische Analysis und verallgemeinerte Diskontierung: Diskrete stochastische Analysis -- Diskrete stochastische Finanzmathematik --...
Persistent link: https://www.econbiz.de/10014019536
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Optimization of Stochastic Discrete Systems and Control on Complex Networks : Computational Networks
Lozovanu, Dmitrii - 2015
valuable contribution to the important field of computational network theory …
Persistent link: https://www.econbiz.de/10012401978
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MRP zur Materialplanung für Kreislaufprozesse : Optimierung von Absicherungsstrategien gegen Bedarfs- und Versorgungsrisiken
Gotzel, Christian - 2010
Einführung -- Materialplanung bei konventioneller und kreislaufgeführter Produktion -- Materialplanung bei externen Produktkreisläufen -- Materialplanung bei internen Produktkreisläufen -- Schlussbetrachtung.
Persistent link: https://www.econbiz.de/10014424843
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Stochastic Optimization Methods
Marti, Kurt (contributor) - 2008
Persistent link: https://www.econbiz.de/10013520961
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Stochastic Optimization Methods
Marti, Kurt (contributor) - 2005
Optimization problems arising in practice involve random parameters. For the computation of robust optimal solutions, i.e., optimal solutions being insensitive with respect to random parameter variations, deterministic substitute problems are needed. Based on the distribution of the random data,...
Persistent link: https://www.econbiz.de/10014014008
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Uncertain Portfolio Optimization
Qin, Zhongfeng - 2016
of credibility theory, uncertainty theory and chance theory, respectively. As such, it offers readers a comprehensive and …
Persistent link: https://www.econbiz.de/10012398156
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Credibilistic Programming : An Introduction to Models and Applications
Li, Xiang - 2013
Preface -- Credibility Theory -- Credibilistic Programming -- Mathematical Programming -- Expected Value Model … of credibility theory, it provides a self-contained, comprehensive and up-to-date presentation of fuzzy programming …
Persistent link: https://www.econbiz.de/10014552595
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Stochastic Dominance : Investment Decision Making under Uncertainty
Levy, Haim - 2016 - 3rd ed. 2016
Risk: Is There a Unique Objective Measure? -- Expected Utility Theory -- Stochastic Dominance Decision Rules … Dominance Approach -- Non-Expected Utility and Stochastic Dominance -- Stochastic Dominance and Prospect Theory -- Multivariate …. The non-expected utility approach focuses on Regret Theory (RT) and mainly on prospect theory (PT) and its modified …
Persistent link: https://www.econbiz.de/10014017858
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Hidden Markov Models in Finance : Further Developments and Applications, Volume II
Mamon, Rogemar S. - 2014
science that will be covered are: interest rate theory, fixed-income instruments, currency market, annuity and insurance …
Persistent link: https://www.econbiz.de/10014020477