Arama Sonuçları - "risk aversion"

Sonuçları Daraltın
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    Chapter 3 Derivation of Morality from Prudence Yazar: Arvan, Marcus

    Baskı/Yayın Bilgisi 2020
    DOAB: download the publication
    DOAB: description of the publication
    Elektronik Kitap Bölümü
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    Chapter 3 Derivation of Morality from Prudence Yazar: Arvan, Marcus

    Baskı/Yayın Bilgisi 2020
    OAPEN Library: download the publication
    OAPEN Library: description of the publication
    Elektronik Kitap Bölümü
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    Stochastics of Environmental and Financial Economics Centre of Advanced Study, Oslo, Norway, 2014-2015 /

    Baskı/Yayın Bilgisi 2016
    İçindekiler: “…Path-dependent Kolmogorov equations associated with the frame of a Brownian motion -- Nonlinear Young integrals via fractional calculus -- A weak limit theorem for numerical approximation of Brownian semi-stationary processes -- Non-elliptic SPDEs and ambit fields: existence of densities -- Dynamic risk measures and path-dependent second order PDEs -- Pricing CoCos with a market trigger -- Quantification of model risk in quadratic hedging in finance -- Risk-sensitive mean-field type control under partial observation -- Risk aversion in modeling of cap-and-trade mechanism and optimal design of emission markets -- Exponential ergodicity of the jump-diffusion CIR process -- Optimal control of predictive mean-field equations and applications to finance -- Modelling the impact of wind power production on electricity prices by regime-switching Levy semistationary processes -- Pricing options on EU ETS certificates with a time-varying market price of risk model.…”
    Link to Metadata
    Elektronik Ekitap
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