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911.
912.
Multiple attribute pricing problems are highly challenging due to the dynamic and uncertain features in the associated market. In this paper, we address the condominium multiple attribute pricing problem using data envelopment analysis (DEA). In this study, we simultaneously consider stochastic variables, non-discretionary variables, and ordinal data, and present a new type of DEA model. Based on our proposed DEA, an effective performance measurement tool is developed to provide a basis for understanding the condominium pricing problem, to direct and monitor the implementation of pricing strategy, and to provide information regarding the results of pricing efforts for units sold as well as insights for future building design. A case study is executed on a leading Canadian condominium developer. 相似文献
913.
We analyze the problem of pricing and hedging contingent claims in the multi-period, discrete time, discrete state case using the concept of a “λ gain–loss ratio opportunity”. Pricing results somewhat different from, but reminiscent of, the arbitrage pricing theorems of mathematical finance are obtained. Our analysis provides tighter price bounds on the contingent claim in an incomplete market, which may converge to a unique price for a specific value of a gain–loss preference parameter imposed by the market while the hedging policies may be different for different sides of the same trade. The results are obtained in the simpler framework of stochastic linear programming in a multi-period setting, and have the appealing feature of being very simple to derive and to articulate even for the non-specialist. They also extend to markets with transaction costs. 相似文献
914.
Xiaofeng Yang Jinping Yu Shenghong Li 《Journal of Computational and Applied Mathematics》2010,234(2):512-517
Under the foundation of Duffie & Huang (1996) [7], this paper integrates the reduced form model and the structure model for a default risk measure, giving rise to a new pricing model of interest rate swap with a bilateral default risk. This model avoids the shortcomings of ignoring the dynamic movements of the firm’s assets of the reduced form model but adds only a little complexity and simplifies the pricing formula significantly when compared with Li (1998) [10]. With the help of the Crank-Nicholson difference method, we give the numerical solutions of the new model to study the default risk effects on the swap rate. We find that for a one year interest rate swap with the coupon paid per quarter, the variance of the default fixed rate payer decreases from 0.1 to 0.01 only causing about a 1.35%’s increase in the swap rate. This is consistent with previous results. 相似文献
915.
916.
A. Saichev D. Sornette 《The European Physical Journal B - Condensed Matter and Complex Systems》2006,49(3):377-401
We report an empirical determination of the
probability density functions Pdata(r) (and
its cumulative version)
of the number r of earthquakes in finite space-time windows
for the California catalog, over fixed spatial boxes 5 ×5 km2,
20 ×20 km2 and 50 ×50 km2
and time intervals
and 1000 days. The data can
be represented by asymptotic power law tails together with several
cross-overs. These observations are
explained by a simple stochastic branching process previously studied by
many authors, the ETAS (epidemic-type aftershock sequence) model which
assumes that each earthquake can trigger other earthquakes
(“aftershocks”). An aftershock sequence results in this model from the
cascade of aftershocks of each past earthquake. We develop the full
theory in terms of generating functions for describing the space-time
organization of earthquake sequences and develop several approximations
to solve the equations.
The calibration of the theory to the empirical observations
shows that it is essential to augment the ETAS model by taking account
of the pre-existing frozen heterogeneity of spontaneous earthquake
sources. This seems natural in view of the complex multi-scale nature of
fault networks, on which earthquakes nucleate.
Our extended theory is able to account for the empirical
observation but some discrepancies, especially for the shorter time windows,
point to limits of both our theoretical approach and of the ETAS model. 相似文献
917.
Belaid Aouni 《Applied mathematics and computation》2010,215(12):4347-4357
In this paper we show how one can get stochastic solutions of Stochastic Multi-objective Problem (SMOP) using goal programming models. In literature it is well known that one can reduce a SMOP to deterministic equivalent problems and reduce the analysis of a stochastic problem to a collection of deterministic problems. The first sections of this paper will be devoted to the introduction of deterministic equivalent problems when the feasible set is a random set and we show how to solve them using goal programming technique. In the second part we try to go more in depth on notion of SMOP solution and we suppose that it has to be a random variable. We will present stochastic goal programming model for finding stochastic solutions of SMOP. Our approach requires more computational time than the one based on deterministic equivalent problems due to the fact that several optimization programs (which depend on the number of experiments to be run) needed to be solved. On the other hand, since in our approach we suppose that a SMOP solution is a random variable, according to the Central Limit Theorem the larger will be the sample size and the more precise will be the estimation of the statistical moments of a SMOP solution. The developed model will be illustrated through numerical examples. 相似文献
918.
The paper by Huang [Fuzzy chance-constrained portfolio selection, Applied Mathematics and Computation 177 (2006) 500-507] proposes a fuzzy chance-constrained portfolio selection model and presents a numerical example to illustrate the proposed model. In this note, we will show that Huang’s model produces optimal portfolio investing in only one security when candidate security returns are independent to each other no matter how many independent securities are in the market. The reason for concentrative solution is that Huang’s model does not consider the investment risk. To avoid concentrative investment, a risk constraint is added to the fuzzy chance-constrained portfolio selection model. In addition, we point out that the result of the numerical example is inaccurate. 相似文献
919.
The generation of leveled production schedules is of high importance for mixed-model assembly lines whose parts and materials are supplied just-in-time by multi-level production processes. The Output Rate Variation problem is the standard mathematical representation of this complex level scheduling problem and has been extensively studied by research thus far. This work identifies novel symmetries in solution sequences of this problem class and shows how these insights can be used to improve exact solution procedures presented in the literature. The effectiveness of the modifications is evaluated by a computational study. 相似文献
920.
We introduce a new class of risk measures called generalized entropic risk measures (GERMS) that allow economic agents to have different attitudes towards different sources of risk. We formulate the problem of optimal risk transfer in terms of these risk measures and characterize the optimal transfer contract. The optimal contract involves what we call intertemporal source-dependent quotient sharing, where agents linearly share changes in the aggregate risk reserve that occur in response to shocks to the system over time, with scaling coefficients that depend on the attitudes of each agent towards the source of risk causing the shock. Generalized entropic risk measures are not dilations of a common base risk measure, so our results extend the class of risk measures for which explicit characterizations of the optimal transfer contract can be found. 相似文献