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The particular entropy method proposed by Hoch et al. [7] for the computation of NMR complex spectra allows an elegant application of the concepts of duality theory. Correspondingly, duality theory casts new light on their choice of entropy. The purpose of this paper is to present the relevant...
Persistent link: https://www.econbiz.de/10010950144
The paper provides an outline of a method useful for forecasting problems. The approach is based on a combination of top-down and bottom-up techniques. It is applied to project employment in all 327 (western) German districts for a time span of two years. The most important step in the...
Persistent link: https://www.econbiz.de/10005458027
The authors draws the reader’s attention to the twin toxic hazards that is radiation and chemicals linger , the author effectively fused the pre-existent pollution concerns of urban and industrial reformers to the ecological sensitivities of resource conservation and wilderness...
Persistent link: https://www.econbiz.de/10004965381
A unique experimental tool to deepen into the Boltzmann–Loschmidt controversy is provided by the NMR polarization echoes (PE). These appear when a local spin excitation, evolving with a many-body “diffusive” spin dynamics, is reversed. The attenuation of the PEs represents a progresive...
Persistent link: https://www.econbiz.de/10011062143
<Para ID="Par1">This paper studies the problem of maximizing expected utility from terminal wealth in a semi-static market composed of derivative securities, which we assume can be traded only at time zero, and of stocks, which can be traded continuously in time and are modelled as locally bounded...</para>
Persistent link: https://www.econbiz.de/10011151669
Persistent link: https://www.econbiz.de/10008925432
Persistent link: https://www.econbiz.de/10009324931
We give an explicit PDE characterization for the solution of the problem of maximizing the utility of both terminal wealth and intertemporal consumption under model uncertainty. The underlying market model consists of a risky asset, whose volatility and long-term trend are driven by an external...
Persistent link: https://www.econbiz.de/10010759446
Motivated by an optimal investment problem under time horizon uncertainty and when default may occur, we study a general structure for an incomplete semimartingale model extending the classical terminal wealth utility maximization problem. This modelling leads to the formulation of a wealth-path...
Persistent link: https://www.econbiz.de/10010861633
We are given a list of tasks Z and a population divided into several groups X j of equal size. Performing one task z requires constituting a team with exactly one member x j from every group. There is a cost (or reward) for participation: if type x j chooses task z, he receives p j (z);...
Persistent link: https://www.econbiz.de/10010706644