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81.
B. Grigelionis 《Acta Appl Math》2003,78(1-3):155-163
Using stochastic integration theory in topological vector spaces general formulas for the Hellinger processes are derived. Feynman–Kac type formulas are obtained for the related Hellinger integrals in terms of the Hellinger processes and the geometric mean measures. The expected logarithmic utility from data, characterized as the Shannon information, is also considered. 相似文献
82.
The goal programming (GP) model is probably the best known in mathematical programming with multiple objectives. Available in various versions, GP is one of the most powerful multiple objective methods which has been applied in much varied fields. It has also been the target of many criticisms among which are those related to the difficulty of determining precisely the goal values as well as those concerning the decision-maker's near absence in this modelling process. In this paper, we will use the concept of indifference thresholds for modelling the imprecision related to the goal values. Many classical imprecise and fuzzy GP model formulations can be considered as a particular case of the proposed formulation. 相似文献
83.
Zhu You-lan Chen Bin-mu Ren Hongliang Xu Hanping 《Advances in Computational Mathematics》2003,19(1-3):147-158
This paper is devoted to numerical methods for American barrier and lookback options, which are important examples of American exotic options. Since the singularity-separating method is adopted, accurate numerical results can be obtained very fast. 相似文献
84.
N. C. P. Edirisinghe 《Computational Optimization and Applications》2005,32(1-2):29-59
This paper is concerned with an investor trading in multiple securities over many time periods in order to meet an outstanding liability at some future date. The investor is concerned with maximizing the expected profits from portfolio rebalancing under an initial wealth restriction to meet the future liabilities. We formulate the problem as a discrete-time stochastic optimization model and allow asset prices to have continuous probability distributions on compact domains. For the case of Markovian price uncertainty and convex terminal liability, we develop a simplicial approximation, under which bounds on the problem can be computed efficiently. Computations only require evaluating a dynamic programming recursion, which thus, allows its application to problems with a large number of trading periods. The bounds are tight in that they are exact in certain cases. Numerical results are given to demonstrate the computational efficiency of the procedure. 相似文献
85.
Worst allocations of policy limits and deductibles 总被引:1,自引:1,他引:0
In the literature, orderings of optimal allocations of policy limits and deductibles were established with respect to a policyholder’s preference. However, from the viewpoint of an insurer, the orderings are not enough for the purpose of pricing. In this paper, by applying the equivalent utility premium principle, we study worst allocations of policy limits and deductibles for an insurer, which give rise to the maximum fair premiums. Closed-form solutions are derived. Then we present a result concerning the optimality in a general risk-sharing scheme, by which we obtain optimal allocations for policyholders directly from worst allocations for an insurer. Several results in Cheung [Cheung, K.C., 2007. Optimal allocation of policy limits and deductibles. Insurance Math. Econom. 41, 382–391] are generalized here. 相似文献
86.
Van-Nam Huynh Yoshiteru Nakamori Mina Ryoke Tu-Bao Ho 《Fuzzy Optimization and Decision Making》2007,6(3):255-278
This paper discusses the issue of how to use fuzzy targets in the target-based model for decision making under uncertainty.
After introducing a target-based interpretation of the expected value on which it is shown that this model implicitly assumes
a neutral behavior on attitude about the target, we examine the issue of using fuzzy targets considering different attitudes
about the target selection of the decision maker. We also discuss the problem for situations on which the decision maker’s
attitude about target may change according to different states of nature. Especially, it is shown that the target-based approach
can provide an unified way for solving the problem of fuzzy decision making with uncertainty about the state of nature and
imprecision about payoffs. Several numerical examples are given for illustration of the discussed issues. 相似文献
87.
运用倒向随机微分方程数学方法 ,建立了动态资产份额定价理论模型 .这一模型是资产份额定价法的改进 .求解模型得到动态资产份额定价理论公式 ,并得出结论 :资产份额定价公式完全可以作为特例 ,以离散时间意义和在不考虑动态投资的情况下 ,由动态资产份额定价理论公式得到 . 相似文献
88.
We provide closed-form solutions for European option values when the dynamics of both the short rate and volatility of the underlying price process are modulated by a continuous-time Markov chain with a finite number of “economic states”. Extensions involving dividends, currencies and cost of carry are further explored. 相似文献
89.
90.
带有重置条款的可转换债券定价 总被引:1,自引:0,他引:1
可转换债券是中国证券市场的热点之一.本文主要研究如何给带有重置条款的可转换债券进行定价.文中采用了等价鞅测度的思想将标的物从风险世界转换到风险中性世界中,然后在风险中性世界中应用鞅评价方法对带有重置条款的可转换债券进行定价. 相似文献